+83.9%
ROKU vs TRMB
+12.4%
+71.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.4% |
| 7D | -0.4% | -3.0% | +2.6% | +1.5% |
| 30D | +2.1% | +2.3% | -0.3% | +0.2% |
| 3M | +29.5% | +15.3% | +14.2% | +16.7% |
| 6M | +53.8% | -14.7% | +68.5% | +68.5% |
| YTD | +42.8% | -26.4% | +69.2% | +72.3% |
| 1Y | +60.7% | -30.4% | +91.1% | +100.9% |
| 3Y | +83.9% | +13.5% | +70.4% | +62.3% |
| All | +83.9% | +12.4% | +71.5% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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