+52.0%
TDG vs ROKU
+83.2%
-31.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.9% | -0.4% | -1.4% | -1.8% |
| 30D | -7.7% | +2.1% | -9.8% | -7.9% |
| 3M | -9.3% | +29.5% | -38.8% | -12.3% |
| 6M | -9.4% | +53.8% | -63.2% | -14.2% |
| YTD | -14.3% | +42.8% | -57.1% | -18.3% |
| 1Y | -11.8% | +60.7% | -72.6% | -17.5% |
| 3Y | +52.0% | +83.9% | -31.9% | +32.7% |
| All | +52.0% | +83.2% | -31.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 3y: compounded portfolio wealth divided by compounded ROKU 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…
3y analysis · Full analysis span regression · 6 months rolling