+235.0%
TMO vs ROKU
+880.6%
-645.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.9% |
| 6M | +23.3% | +53.8% | -30.5% | +17.8% |
| YTD | +5.5% | +42.8% | -37.4% | +1.3% |
| 1Y | +24.5% | +60.7% | -36.2% | +18.2% |
| 3Y | +19.6% | +83.9% | -64.3% | +8.7% |
| 5Y | +8.1% | -52.8% | +60.9% | +3.5% |
| All | +235.0% | +880.6% | -645.6% | +180.7% |
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