+17.4%
TPR vs ROKU
+57.7%
-40.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -2.3% | -1.3% | -1.0% | -2.2% |
| 30D | -23.0% | +5.9% | -28.8% | -23.5% |
| 3M | -12.5% | +23.9% | -36.4% | -14.8% |
| 6M | -21.4% | +59.6% | -81.0% | -25.8% |
| YTD | -3.5% | +43.4% | -46.9% | -7.3% |
| 1Y | +17.4% | +60.2% | -42.8% | +9.6% |
| All | +17.4% | +57.7% | -40.4% | +9.6% |
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