-32.4%
TLT vs ROKU
-41.8%
+9.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.5% | +3.5% | -3.0% | +0.5% |
| 30D | +6.6% | +5.1% | +1.5% | +6.5% |
| 3M | +0.5% | +7.0% | -6.5% | +0.3% |
| 6M | -2.6% | +25.4% | -28.0% | -3.0% |
| YTD | -2.3% | +48.0% | -50.3% | -3.2% |
| 1Y | -4.4% | +53.1% | -57.6% | -5.4% |
| 3Y | +7.4% | +92.7% | -85.3% | +5.2% |
| All | -32.4% | -41.8% | +9.4% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling