+207.6%
TSCO vs ROKU
+875.4%
-667.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -3.1% | -2.6% | -0.5% | -2.9% |
| 30D | -4.4% | +2.1% | -6.5% | -4.5% |
| 3M | +9.7% | +31.8% | -22.1% | +6.9% |
| 6M | -32.4% | +53.3% | -85.7% | -35.1% |
| YTD | -31.7% | +42.1% | -73.7% | -34.1% |
| 1Y | -41.3% | +62.3% | -103.6% | -44.1% |
| 3Y | -18.3% | +84.6% | -103.0% | -25.5% |
| 5Y | -10.3% | -53.1% | +42.8% | -13.6% |
| All | +207.6% | +875.4% | -667.9% | +142.8% |
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