+258.7%
TPR vs ROKU
+867.7%
-609.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | -7.3% | -3.0% | -4.3% | -6.8% |
| 30D | -30.7% | +0.7% | -31.4% | -30.8% |
| 3M | -21.6% | +26.5% | -48.1% | -25.0% |
| 6M | -21.3% | +52.6% | -74.0% | -27.2% |
| YTD | -10.2% | +40.9% | -51.1% | -16.2% |
| 1Y | +9.5% | +57.6% | -48.1% | -0.1% |
| 3Y | +280.8% | +83.2% | +197.6% | +224.6% |
| 5Y | +218.7% | -54.8% | +273.5% | +201.2% |
| All | +258.7% | +867.7% | -609.0% | +153.1% |
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