+53.4%
ROKU vs TRI
-22.4%
+75.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | +0.6% |
| 7D | +4.8% | +1.0% | +3.8% | +4.4% |
| 30D | +6.1% | +20.8% | -14.7% | +2.5% |
| 3M | +10.5% | +8.1% | +2.4% | +8.4% |
| 6M | +29.2% | +24.2% | +5.0% | +23.0% |
| YTD | +50.0% | -7.8% | +57.8% | +51.1% |
| 1Y | +53.4% | -16.7% | +70.1% | +57.7% |
| All | +53.4% | -22.4% | +75.8% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling