-24.7%
TMUS vs ROKU
+57.4%
-82.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.4% |
| 7D | -5.3% | -3.0% | -2.3% | -5.4% |
| 30D | +0.1% | +0.7% | -0.6% | +0.1% |
| 3M | -0.6% | +26.5% | -27.1% | +0.6% |
| 6M | -17.5% | +52.6% | -70.2% | -14.5% |
| YTD | -11.3% | +40.9% | -52.2% | -8.4% |
| All | -24.7% | +57.4% | -82.1% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling