+498.8%
TDG vs ROKU
+875.4%
-376.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.7% | -2.6% | 0.0% | -2.4% |
| 30D | -9.3% | +2.1% | -11.4% | -9.5% |
| 3M | -7.1% | +31.8% | -38.8% | -9.6% |
| 6M | -11.2% | +53.3% | -64.4% | -14.9% |
| YTD | -15.3% | +42.1% | -57.3% | -18.4% |
| 1Y | -12.5% | +62.3% | -74.8% | -16.9% |
| 3Y | +51.2% | +84.6% | -33.4% | +37.6% |
| 5Y | +126.1% | -53.1% | +179.2% | +116.1% |
| All | +498.8% | +875.4% | -376.6% | +468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling