+55.6%
TOST vs ROKU
+83.8%
-28.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | -2.4% | +5.9% | -8.3% | -3.9% |
| 3M | +34.6% | +23.9% | +10.7% | +26.7% |
| 6M | +15.2% | +59.6% | -44.4% | +1.0% |
| YTD | -4.4% | +43.4% | -47.8% | -14.2% |
| 1Y | -17.4% | +60.2% | -77.6% | -28.1% |
| All | +55.6% | +83.8% | -28.3% | +29.2% |
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