-24.5%
TE vs ROKU
+82.2%
-106.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.2% |
| 7D | +0.9% | -2.6% | +3.5% | +2.3% |
| 30D | -16.3% | +2.1% | -18.4% | -17.3% |
| 3M | -40.8% | +31.8% | -72.5% | -50.0% |
| 6M | -42.6% | +53.3% | -95.9% | -55.3% |
| YTD | -31.4% | +42.1% | -73.5% | -44.8% |
| 1Y | +144.9% | +62.3% | +82.6% | +85.0% |
| All | -24.5% | +82.2% | -106.8% | -51.1% |
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