-52.0%
ROKU vs TSN
-17.2%
-34.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.4% | +3.0% | -3.5% | -1.4% |
| 30D | +2.1% | -4.2% | +6.3% | +3.4% |
| 3M | +29.5% | -3.9% | +33.4% | +30.9% |
| 6M | +53.8% | -9.8% | +63.6% | +57.9% |
| YTD | +42.8% | -7.3% | +50.1% | +45.3% |
| 1Y | +60.7% | -2.2% | +62.9% | +60.2% |
| 3Y | +83.9% | +11.9% | +72.0% | +65.9% |
| All | -52.0% | -17.2% | -34.8% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 5y: compounded portfolio wealth divided by compounded TSN 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…
5y analysis · Full analysis span regression · 6 months rolling