+239.1%
TPR vs ROKU
-54.7%
+293.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -3.4% | -0.1% | -3.2% | -3.3% |
| 30D | -27.3% | +1.5% | -28.8% | -27.6% |
| 3M | -16.2% | +25.7% | -41.9% | -21.1% |
| 6M | -17.9% | +54.5% | -72.3% | -26.6% |
| YTD | -7.1% | +43.2% | -50.3% | -16.0% |
| 1Y | +13.6% | +56.3% | -42.7% | +0.1% |
| 3Y | +293.7% | +86.1% | +207.6% | +211.4% |
| 5Y | +239.1% | -53.6% | +292.7% | +190.4% |
| All | +239.1% | -54.7% | +293.8% | +190.4% |
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