+260.1%
TRV vs ROKU
+867.7%
-607.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +0.2% | -3.0% | +3.2% | +0.3% |
| 30D | -2.3% | +0.7% | -3.0% | -2.4% |
| 3M | +22.7% | +26.5% | -3.8% | +21.6% |
| 6M | +21.9% | +52.6% | -30.7% | +19.9% |
| YTD | +27.5% | +40.9% | -13.5% | +25.6% |
| 1Y | +36.2% | +57.6% | -21.4% | +33.6% |
| 3Y | +140.6% | +83.2% | +57.4% | +131.5% |
| 5Y | +154.5% | -54.8% | +209.3% | +155.3% |
| All | +260.1% | +867.7% | -607.7% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling