-49.7%
TE vs ROKU
-52.7%
+3.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.1% |
| 7D | +0.9% | -2.6% | +3.5% | +2.0% |
| 30D | -16.3% | +2.1% | -18.4% | -17.1% |
| 3M | -40.8% | +31.8% | -72.5% | -48.2% |
| 6M | -42.6% | +53.3% | -95.9% | -52.9% |
| YTD | -31.4% | +42.1% | -73.5% | -42.3% |
| 1Y | +144.9% | +62.3% | +82.6% | +96.5% |
| 3Y | -26.0% | +84.6% | -110.7% | -47.1% |
| All | -49.7% | -52.7% | +3.0% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling