+137.1%
ROKU vs TW
+211.2%
-74.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | +0.7% | -0.6% | +1.3% | +0.8% |
| 3M | +26.5% | +3.4% | +23.1% | +22.9% |
| 6M | +52.6% | -18.4% | +71.1% | +67.1% |
| YTD | +40.9% | -3.9% | +44.8% | +39.3% |
| 1Y | +57.6% | -13.3% | +71.0% | +64.4% |
| 3Y | +83.2% | +20.8% | +62.3% | +46.8% |
| 5Y | -54.8% | +20.3% | -75.1% | -64.5% |
| All | +137.1% | +211.2% | -74.2% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling