+407.0%
TSM vs ROKU
+80.8%
+326.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | +4.8% | -3.0% | +7.8% | +5.5% |
| 30D | +4.0% | +0.7% | +3.3% | +3.8% |
| 3M | +2.0% | +26.5% | -24.5% | -4.2% |
| 6M | +25.5% | +52.6% | -27.1% | +12.6% |
| YTD | +44.0% | +40.9% | +3.1% | +31.1% |
| 1Y | +75.4% | +57.6% | +17.8% | +55.0% |
| All | +407.0% | +80.8% | +326.2% | +320.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling