+10.7%
TTMI vs ROKU
+53.8%
-43.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.6% | -10.6% |
| 7D | -19.2% | +4.8% | -24.0% | -20.4% |
| 30D | -44.9% | +6.1% | -51.0% | -46.2% |
| 3M | -44.7% | +10.5% | -55.2% | -46.9% |
| 6M | -53.4% | +29.2% | -82.6% | -58.3% |
| YTD | +6.3% | +50.0% | -43.7% | -11.5% |
| 1Y | +10.7% | +53.4% | -42.7% | -7.9% |
| All | +10.7% | +53.8% | -43.1% | -7.9% |
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