+103.2%
TOST vs ROKU
+90.6%
+12.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +3.5% | +6.0% | +8.4% |
| 30D | +13.5% | +5.1% | +8.4% | +12.0% |
| 3M | -0.1% | +7.0% | -7.1% | -1.9% |
| 6M | +22.5% | +25.4% | -3.0% | +14.8% |
| YTD | -2.4% | +48.0% | -50.3% | -13.2% |
| 1Y | -4.7% | +53.1% | -57.8% | -16.2% |
| 3Y | +103.2% | +92.7% | +10.5% | +36.3% |
| All | +103.2% | +90.6% | +12.6% | +36.3% |
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