+56.5%
TEL vs ROKU
-52.4%
+109.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 6M | +4.1% | +53.8% | -49.7% | -3.5% |
| YTD | -5.8% | +42.8% | -48.6% | -11.9% |
| 1Y | +0.9% | +60.7% | -59.9% | -7.6% |
| 3Y | +72.6% | +83.9% | -11.3% | +47.8% |
| All | +56.5% | -52.4% | +109.0% | +40.9% |
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