+23.3%
TMO vs ROKU
+54.2%
-30.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -0.6% | -0.4% | -0.2% | -0.6% |
| 30D | +1.1% | +2.1% | -0.9% | +0.9% |
| 3M | +28.3% | +29.5% | -1.2% | +24.7% |
| 6M | +23.3% | +53.8% | -30.5% | +13.0% |
| All | +23.3% | +54.2% | -30.9% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling