-17.4%
TOST vs ROKU
+57.7%
-75.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -3.4% | -1.3% | -2.1% | -3.0% |
| 30D | -2.4% | +5.9% | -8.3% | -4.3% |
| 3M | +34.6% | +23.9% | +10.7% | +25.3% |
| 6M | +15.2% | +59.6% | -44.4% | -3.8% |
| YTD | -4.4% | +43.4% | -47.8% | -19.4% |
| 1Y | -17.4% | +60.2% | -77.6% | -33.4% |
| All | -17.4% | +57.7% | -75.2% | -33.4% |
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 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