-15.8%
TLT vs ROKU
+880.6%
-896.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -1.1% | +2.1% | -3.2% | -1.1% |
| 3M | -4.9% | +29.5% | -34.3% | -5.0% |
| 6M | -5.0% | +53.8% | -58.8% | -5.3% |
| YTD | -4.4% | +42.8% | -47.2% | -4.6% |
| 1Y | -6.4% | +60.7% | -67.1% | -6.7% |
| 3Y | -2.0% | +83.9% | -85.9% | -2.6% |
| 5Y | -35.0% | -52.8% | +17.8% | -36.0% |
| All | -15.8% | +880.6% | -896.3% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling