-40.6%
TOST vs ROKU
-42.6%
+2.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +3.5% | +6.0% | +8.1% |
| 30D | +13.5% | +5.1% | +8.4% | +11.5% |
| 3M | -0.1% | +7.0% | -7.1% | -2.6% |
| 6M | +22.5% | +25.4% | -3.0% | +11.6% |
| YTD | -2.4% | +48.0% | -50.3% | -17.0% |
| 1Y | -4.7% | +53.1% | -57.8% | -20.3% |
| 3Y | +103.2% | +92.7% | +10.5% | +39.6% |
| All | -40.6% | -42.6% | +2.0% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling