+603.8%
TSEM vs ROKU
+867.7%
-263.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +4.7% | -3.0% | +7.8% | +5.2% |
| 30D | -14.2% | +0.7% | -14.9% | -14.3% |
| 3M | -5.0% | +26.5% | -31.5% | -8.5% |
| 6M | +87.6% | +52.6% | +34.9% | +75.9% |
| YTD | +84.4% | +40.9% | +43.5% | +74.2% |
| 1Y | +235.4% | +57.6% | +177.8% | +211.6% |
| 3Y | +668.0% | +83.2% | +584.8% | +577.4% |
| 5Y | +644.7% | -54.8% | +699.6% | +631.1% |
| All | +603.8% | +867.7% | -263.9% | +450.7% |
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