+40.9%
TTWO vs ROKU
-52.4%
+93.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -11.3% | +2.1% | -13.4% | -11.7% |
| 3M | +1.6% | +29.5% | -27.9% | -3.4% |
| 6M | +2.1% | +53.8% | -51.7% | -6.2% |
| YTD | -15.8% | +42.8% | -58.6% | -21.8% |
| 1Y | -12.6% | +60.7% | -73.3% | -20.6% |
| 3Y | +48.2% | +83.9% | -35.7% | +24.7% |
| All | +40.9% | -52.4% | +93.3% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling