+84.4%
TSM vs ROKU
+57.7%
+26.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.3% |
| 7D | +2.7% | -1.3% | +4.1% | +3.0% |
| 30D | +3.6% | +5.9% | -2.3% | +2.1% |
| 3M | -3.4% | +23.9% | -27.3% | -8.8% |
| 6M | +20.6% | +59.6% | -38.9% | +5.7% |
| YTD | +41.9% | +43.4% | -1.5% | +27.8% |
| 1Y | +84.4% | +60.2% | +24.2% | +63.4% |
| All | +84.4% | +57.7% | +26.6% | +63.4% |
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