+83.9%
ROKU vs TRI
-18.9%
+102.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -0.4% | -7.9% | +7.5% | +1.9% |
| 30D | +2.1% | -4.5% | +6.6% | +3.0% |
| 3M | +29.5% | +22.1% | +7.4% | +18.8% |
| 6M | +53.8% | -2.8% | +56.6% | +52.9% |
| YTD | +42.8% | -23.4% | +66.2% | +58.5% |
| 1Y | +60.7% | -41.5% | +102.3% | +107.8% |
| 3Y | +83.9% | -19.2% | +103.1% | +20.9% |
| All | +83.9% | -18.9% | +102.8% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling