+172.6%
TTMI vs ROKU
+57.7%
+114.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.6% | +9.5% |
| 7D | +5.9% | -1.3% | +7.2% | +6.4% |
| 30D | -4.3% | +5.9% | -10.2% | -6.6% |
| 3M | -32.0% | +23.9% | -55.9% | -38.3% |
| 6M | +19.5% | +59.6% | -40.1% | -5.7% |
| YTD | +82.0% | +43.4% | +38.6% | +52.7% |
| 1Y | +172.6% | +60.2% | +112.5% | +120.0% |
| All | +172.6% | +57.7% | +114.9% | +120.0% |
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