-21.2%
TSLL vs ROKU
+53.9%
-75.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +1.0% |
| 7D | +5.1% | -3.0% | +8.2% | +7.8% |
| 30D | +20.0% | +0.7% | +19.3% | +19.4% |
| 3M | -23.8% | +26.5% | -50.2% | -36.8% |
| 6M | -30.3% | +52.6% | -82.9% | -50.4% |
| YTD | -47.7% | +40.9% | -88.6% | -59.2% |
| 1Y | -21.2% | +57.6% | -78.8% | -42.8% |
| All | -21.2% | +53.9% | -75.1% | -42.8% |
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