+148.6%
TE vs ROKU
+57.7%
+90.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.3% |
| 7D | -4.0% | -1.3% | -2.6% | -3.2% |
| 30D | -15.9% | +5.9% | -21.8% | -18.7% |
| 3M | -60.5% | +23.9% | -84.4% | -65.6% |
| 6M | -35.2% | +59.6% | -94.8% | -51.6% |
| YTD | -31.1% | +43.4% | -74.6% | -41.6% |
| 1Y | +148.6% | +60.2% | +88.5% | +81.3% |
| All | +148.6% | +57.7% | +90.9% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling