+55.8%
TFC vs ROKU
+915.9%
-860.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.2% | +3.5% | -2.3% | +0.9% |
| 30D | +8.3% | +5.1% | +3.2% | +7.8% |
| 3M | -5.2% | +7.0% | -12.1% | -5.8% |
| 6M | -0.8% | +25.4% | -26.2% | -3.2% |
| YTD | +3.4% | +48.0% | -44.5% | -1.1% |
| 1Y | +17.0% | +53.1% | -36.1% | +11.4% |
| 3Y | +86.2% | +92.7% | -6.5% | +69.3% |
| 5Y | -2.3% | -42.4% | +40.1% | -9.8% |
| All | +55.8% | +915.9% | -860.2% | +31.1% |
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 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