+559.3%
ROKU vs TRGP
+747.9%
-188.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +2.1% | +8.0% | -6.0% | 0.0% |
| 3M | +29.5% | +8.3% | +21.2% | +26.5% |
| 6M | +53.8% | +23.9% | +29.9% | +44.6% |
| YTD | +42.8% | +59.6% | -16.8% | +25.7% |
| 1Y | +60.7% | +79.4% | -18.7% | +36.8% |
| 3Y | +83.9% | +269.4% | -185.5% | +32.7% |
| 5Y | -52.8% | +641.6% | -694.5% | -70.4% |
| All | +559.3% | +747.9% | -188.7% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling