+139.5%
TTD vs ROKU
+875.4%
-735.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.3% |
| 7D | -7.4% | -2.6% | -4.8% | -6.4% |
| 30D | +3.0% | +2.1% | +0.9% | +2.2% |
| 3M | -27.6% | +31.8% | -59.4% | -35.9% |
| 6M | -49.5% | +53.3% | -102.8% | -58.2% |
| YTD | -63.2% | +42.1% | -105.3% | -68.7% |
| 1Y | -69.7% | +62.3% | -132.1% | -75.7% |
| 3Y | -83.3% | +84.6% | -168.0% | -88.7% |
| 5Y | -80.8% | -53.1% | -27.8% | -80.4% |
| All | +139.5% | +875.4% | -735.9% | +65.8% |
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