+634.2%
TT vs ROKU
+875.4%
-241.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -1.0% | -2.6% | +1.7% | -0.8% |
| 30D | -8.9% | +2.1% | -11.0% | -9.1% |
| 3M | -1.8% | +31.8% | -33.6% | -4.2% |
| 6M | +1.9% | +53.3% | -51.4% | -1.8% |
| YTD | +13.8% | +42.1% | -28.3% | +10.1% |
| 1Y | +6.1% | +62.3% | -56.2% | +1.6% |
| 3Y | +119.6% | +84.6% | +34.9% | +103.0% |
| 5Y | +145.9% | -53.1% | +198.9% | +133.9% |
| All | +634.2% | +875.4% | -241.2% | +530.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling