+38.8%
TMUS vs ROKU
+86.5%
-47.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | -0.1% | -0.1% | -0.3% |
| 30D | +3.1% | +1.5% | +1.7% | +3.1% |
| 3M | +2.4% | +25.7% | -23.3% | +2.2% |
| 6M | -17.1% | +54.5% | -71.5% | -17.4% |
| YTD | -9.1% | +43.2% | -52.3% | -9.3% |
| 1Y | -23.6% | +56.3% | -79.9% | -24.0% |
| 3Y | +38.8% | +86.1% | -47.3% | +41.4% |
| All | +38.8% | +86.5% | -47.7% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling