+4.3%
ROKU vs TXG
+22.9%
-18.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -2.6% | +5.0% | -7.6% | -4.7% |
| 30D | +2.1% | +13.5% | -11.4% | -3.8% |
| 3M | +31.8% | +128.0% | -96.2% | -10.4% |
| 6M | +53.3% | +224.4% | -171.2% | -13.0% |
| YTD | +42.1% | +307.0% | -264.9% | -27.9% |
| 1Y | +62.3% | +427.2% | -364.9% | -29.8% |
| 3Y | +84.6% | +40.2% | +44.5% | +30.1% |
| 5Y | -53.1% | -64.0% | +11.0% | -49.2% |
| All | +4.3% | +22.9% | -18.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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