+122.7%
TT vs ROKU
+86.5%
+36.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -7.3% | +1.5% | -8.8% | -7.5% |
| 3M | -2.6% | +25.7% | -28.3% | -5.4% |
| 6M | +5.9% | +54.5% | -48.6% | 0.0% |
| YTD | +15.4% | +43.2% | -27.8% | +9.7% |
| 1Y | +8.2% | +56.3% | -48.0% | +1.7% |
| 3Y | +122.7% | +86.1% | +36.6% | +112.6% |
| All | +122.7% | +86.5% | +36.1% | +112.6% |
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