-51.9%
TSLL vs ROKU
+90.3%
-142.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.0% | +8.0% |
| 7D | +5.8% | -0.1% | +5.9% | +6.0% |
| 30D | +21.7% | +1.5% | +20.2% | +20.5% |
| 3M | -28.2% | +25.7% | -53.9% | -39.9% |
| 6M | -29.5% | +54.5% | -83.9% | -48.9% |
| YTD | -47.5% | +43.2% | -90.7% | -60.2% |
| 1Y | -20.8% | +56.3% | -77.1% | -43.2% |
| 3Y | -26.7% | +86.1% | -112.8% | -55.8% |
| All | -51.9% | +90.3% | -142.2% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling