+287.2%
TJX vs ROKU
+875.4%
-588.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -4.4% | -2.6% | -1.7% | -4.2% |
| 30D | -18.6% | +2.1% | -20.7% | -18.7% |
| 3M | -24.4% | +31.8% | -56.2% | -26.2% |
| 6M | -20.2% | +53.3% | -73.5% | -23.2% |
| YTD | -16.9% | +42.1% | -59.0% | -19.7% |
| 1Y | -8.5% | +62.3% | -70.8% | -12.7% |
| 3Y | +43.7% | +84.6% | -40.9% | +31.6% |
| 5Y | +97.3% | -53.1% | +150.4% | +90.6% |
| All | +287.2% | +875.4% | -588.2% | +194.8% |
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