+728.0%
TTMI vs ROKU
+880.6%
-152.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.3% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | -8.4% | +2.1% | -10.5% | -8.7% |
| 3M | -32.5% | +29.5% | -62.0% | -35.1% |
| 6M | +32.5% | +53.8% | -21.3% | +24.6% |
| YTD | +83.2% | +42.8% | +40.4% | +73.4% |
| 1Y | +161.7% | +60.7% | +100.9% | +144.2% |
| 3Y | +890.1% | +83.9% | +806.2% | +781.4% |
| 5Y | +832.4% | -52.8% | +885.3% | +774.4% |
| All | +728.0% | +880.6% | -152.5% | +562.5% |
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