+72.6%
TEL vs ROKU
+83.2%
-10.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | -0.7% | +2.1% | -2.7% | -1.0% |
| 3M | +2.4% | +29.5% | -27.1% | -2.6% |
| 6M | +4.1% | +53.8% | -49.7% | -4.4% |
| YTD | -5.8% | +42.8% | -48.6% | -12.7% |
| 1Y | +0.9% | +60.7% | -59.9% | -8.5% |
| 3Y | +72.6% | +83.9% | -11.3% | +53.1% |
| All | +72.6% | +83.2% | -10.6% | +53.1% |
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