+561.0%
ROKU vs TXT
+49.8%
+511.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +1.5% | -11.1% | +12.5% | +6.0% |
| 3M | +25.7% | -13.0% | +38.7% | +31.8% |
| 6M | +54.5% | -16.2% | +70.7% | +63.9% |
| YTD | +43.2% | -8.7% | +51.9% | +46.3% |
| 1Y | +56.3% | -3.8% | +60.1% | +56.1% |
| 3Y | +86.1% | +5.5% | +80.6% | +78.9% |
| 5Y | -53.6% | +12.3% | -65.9% | -56.1% |
| All | +561.0% | +49.8% | +511.3% | +674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling