-48.1%
TOST vs ROKU
-52.2%
+4.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -1.9% |
| 7D | -4.7% | -3.0% | -1.6% | -3.6% |
| 30D | -9.1% | +0.7% | -9.8% | -9.3% |
| 3M | +29.8% | +26.5% | +3.3% | +18.1% |
| 6M | +10.0% | +52.6% | -42.6% | -7.3% |
| YTD | -8.6% | +40.9% | -49.6% | -20.9% |
| 1Y | -20.7% | +57.6% | -78.3% | -34.6% |
| 3Y | +55.7% | +83.2% | -27.5% | +7.2% |
| All | -48.1% | -52.2% | +4.1% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling