+91.6%
TFC vs ROKU
+98.8%
-7.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.2% | +3.5% | -2.3% | +0.5% |
| 30D | +8.3% | +5.1% | +3.2% | +7.3% |
| 3M | -5.2% | +7.0% | -12.1% | -6.4% |
| 6M | -0.8% | +25.4% | -26.2% | -5.3% |
| YTD | +3.4% | +48.0% | -44.5% | -5.1% |
| 1Y | +17.0% | +53.1% | -36.1% | +6.3% |
| All | +91.6% | +98.8% | -7.2% | +57.9% |
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 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