-46.0%
TSLL vs ROKU
+53.8%
-99.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.5% | -7.8% | -7.3% |
| 7D | -9.4% | +4.8% | -14.2% | -12.3% |
| 30D | +1.6% | +6.1% | -4.5% | -2.7% |
| 3M | +29.4% | +10.5% | +18.9% | +20.7% |
| 6M | -20.1% | +29.2% | -49.3% | -33.1% |
| YTD | -44.5% | +50.0% | -94.5% | -57.7% |
| 1Y | -46.0% | +53.4% | -99.4% | -58.1% |
| All | -46.0% | +53.8% | -99.8% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling