+36.0%
TSM vs ROKU
+53.8%
-17.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | -10.0% | +4.8% | -14.7% | -10.9% |
| 30D | -18.5% | +6.1% | -24.6% | -19.7% |
| 3M | -4.9% | +10.5% | -15.4% | -7.2% |
| 6M | -1.0% | +29.2% | -30.1% | -7.3% |
| YTD | +31.3% | +50.0% | -18.8% | +16.6% |
| 1Y | +36.0% | +53.4% | -17.4% | +21.1% |
| All | +36.0% | +53.8% | -17.8% | +21.1% |
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