+637.8%
TSEM vs ROKU
+82.2%
+555.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.1% |
| 7D | +0.9% | -2.6% | +3.6% | +1.6% |
| 30D | -16.6% | +2.1% | -18.8% | -17.1% |
| 3M | -10.9% | +31.8% | -42.7% | -17.4% |
| 6M | +78.0% | +53.3% | +24.7% | +58.1% |
| YTD | +77.2% | +42.1% | +35.1% | +59.5% |
| 1Y | +207.6% | +62.3% | +145.2% | +167.0% |
| All | +637.8% | +82.2% | +555.6% | +496.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling