-16.3%
TTWO vs ROKU
+50.4%
-66.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +10.3% | +2.6% | +7.7% | +9.6% |
| 30D | +5.3% | +5.5% | -0.1% | +3.9% |
| 3M | -9.2% | +9.1% | -18.3% | -11.1% |
| 6M | -4.4% | +28.9% | -33.3% | -10.7% |
| YTD | -16.7% | +47.8% | -64.5% | -27.7% |
| 1Y | -16.3% | +51.8% | -68.0% | -27.2% |
| All | -16.3% | +50.4% | -66.6% | -27.2% |
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