+269.5%
TRV vs ROKU
+880.6%
-611.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +1.9% | -0.4% | +2.4% | +1.9% |
| 30D | +1.7% | +2.1% | -0.4% | +1.6% |
| 3M | +23.9% | +29.5% | -5.6% | +22.7% |
| 6M | +26.3% | +53.8% | -27.5% | +24.2% |
| YTD | +30.8% | +42.8% | -12.0% | +28.9% |
| 1Y | +36.3% | +60.7% | -24.4% | +33.6% |
| 3Y | +145.0% | +83.9% | +61.1% | +135.8% |
| 5Y | +163.9% | -52.8% | +216.7% | +164.1% |
| All | +269.5% | +880.6% | -611.1% | +217.7% |
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