-2.5%
TT vs ROKU
+53.5%
-56.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -2.0% | +3.5% | -5.5% | -2.4% |
| 30D | -14.0% | +5.1% | -19.1% | -14.5% |
| 3M | -15.9% | +7.0% | -22.8% | -16.5% |
| 6M | -17.3% | +25.4% | -42.7% | -19.7% |
| YTD | +4.0% | +48.0% | -44.0% | -3.5% |
| All | -2.5% | +53.5% | -56.0% | -10.5% |
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