+140.2%
ROKU vs TW
+206.7%
-66.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -0.4% | -4.5% | +4.1% | +1.9% |
| 30D | +2.1% | -2.3% | +4.3% | +3.1% |
| 3M | +29.5% | +2.6% | +26.9% | +26.4% |
| 6M | +53.8% | -17.5% | +71.3% | +67.3% |
| YTD | +42.8% | -5.3% | +48.1% | +42.2% |
| 1Y | +60.7% | -14.8% | +75.5% | +69.1% |
| 3Y | +83.9% | +18.8% | +65.1% | +48.7% |
| 5Y | -52.8% | +20.7% | -73.5% | -63.0% |
| All | +140.2% | +206.7% | -66.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling