+59.6%
TXN vs ROKU
-52.4%
+112.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +4.0% | -0.4% | +4.4% | +4.0% |
| 30D | -2.9% | +2.1% | -4.9% | -3.2% |
| 3M | -9.1% | +29.5% | -38.6% | -13.1% |
| 6M | +36.6% | +53.8% | -17.2% | +26.6% |
| YTD | +57.5% | +42.8% | +14.7% | +47.1% |
| 1Y | +49.5% | +60.7% | -11.2% | +36.6% |
| 3Y | +76.5% | +83.9% | -7.3% | +50.0% |
| All | +59.6% | -52.4% | +112.0% | +36.7% |
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