+621.7%
TSEM vs ROKU
-52.4%
+674.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | -4.9% | -0.4% | -4.4% | -4.8% |
| 30D | -18.7% | +2.1% | -20.8% | -19.0% |
| 3M | -18.1% | +29.5% | -47.6% | -21.8% |
| 6M | +77.1% | +53.8% | +23.3% | +64.3% |
| YTD | +80.1% | +42.8% | +37.3% | +68.4% |
| 1Y | +220.4% | +60.7% | +159.7% | +193.7% |
| 3Y | +650.1% | +83.9% | +566.2% | +550.4% |
| All | +621.7% | -52.4% | +674.1% | +607.2% |
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