+87.2%
ROKU vs TSLQ
-97.2%
+184.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +1.4% |
| 7D | -2.6% | +5.7% | -8.3% | -1.1% |
| 30D | +2.1% | -21.1% | +23.2% | -2.6% |
| 3M | +31.8% | -11.5% | +43.3% | +32.1% |
| 6M | +53.3% | -14.9% | +68.2% | +56.9% |
| YTD | +42.1% | +2.4% | +39.6% | +54.5% |
| 1Y | +62.3% | -49.8% | +112.1% | +53.0% |
| 3Y | +84.6% | -95.8% | +180.5% | +32.9% |
| All | +87.2% | -97.2% | +184.4% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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