+188.7%
TEL vs ROKU
+867.7%
-679.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +1.2% | -3.0% | +4.3% | +1.6% |
| 30D | -4.1% | +0.7% | -4.8% | -4.2% |
| 3M | -2.6% | +26.5% | -29.0% | -5.4% |
| 6M | 0.0% | +52.6% | -52.6% | -5.2% |
| YTD | -9.1% | +40.9% | -50.0% | -13.1% |
| 1Y | -0.8% | +57.6% | -58.5% | -6.6% |
| 3Y | +67.4% | +83.2% | -15.8% | +50.1% |
| 5Y | +51.8% | -54.8% | +106.6% | +44.7% |
| All | +188.7% | +867.7% | -679.0% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling