-53.1%
ROKU vs TXT
+10.7%
-63.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +2.1% | -10.2% | +12.3% | +10.1% |
| 3M | +31.8% | -13.3% | +45.1% | +43.9% |
| 6M | +53.3% | -14.4% | +67.6% | +67.8% |
| YTD | +42.1% | -9.1% | +51.2% | +46.3% |
| 1Y | +62.3% | -2.2% | +64.5% | +56.4% |
| 3Y | +84.6% | +5.1% | +79.6% | +59.5% |
| 5Y | -53.1% | +12.8% | -65.9% | -63.3% |
| All | -53.1% | +10.7% | -63.8% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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