+647.7%
TT vs ROKU
+884.7%
-237.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -7.2% | +5.9% | -13.0% | -7.6% |
| 3M | -3.0% | +23.9% | -26.9% | -4.8% |
| 6M | +1.4% | +59.6% | -58.2% | -2.7% |
| YTD | +15.9% | +43.4% | -27.5% | +12.1% |
| 1Y | +9.4% | +60.2% | -50.7% | +4.8% |
| 3Y | +124.4% | +90.4% | +34.0% | +107.0% |
| 5Y | +138.0% | -54.5% | +192.5% | +126.7% |
| All | +647.7% | +884.7% | -237.1% | +541.4% |
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