+147.4%
TTD vs ROKU
+884.7%
-737.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.7% |
| 7D | +6.3% | -1.3% | +7.7% | +7.0% |
| 30D | -23.9% | +5.9% | -29.8% | -25.8% |
| 3M | -31.4% | +23.9% | -55.3% | -37.7% |
| 6M | -42.7% | +59.6% | -102.2% | -53.3% |
| YTD | -62.0% | +43.4% | -105.4% | -67.8% |
| 1Y | -72.2% | +60.2% | -132.4% | -77.6% |
| 3Y | -81.9% | +90.4% | -172.3% | -87.9% |
| 5Y | -81.5% | -54.5% | -27.0% | -80.9% |
| All | +147.4% | +884.7% | -737.3% | +70.6% |
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 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