+1,331.4%
TSM vs ROKU
+867.7%
+463.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.6% |
| 7D | +4.8% | -3.0% | +7.8% | +5.2% |
| 30D | +4.0% | +0.7% | +3.3% | +3.9% |
| 3M | +2.0% | +26.5% | -24.5% | -1.8% |
| 6M | +25.5% | +52.6% | -27.1% | +17.6% |
| YTD | +44.0% | +40.9% | +3.1% | +36.1% |
| 1Y | +75.4% | +57.6% | +17.8% | +62.9% |
| 3Y | +406.7% | +83.2% | +323.6% | +344.5% |
| 5Y | +285.0% | -54.8% | +339.8% | +268.6% |
| All | +1,331.4% | +867.7% | +463.7% | +1,102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling