+695.5%
NFLX vs TAP
-50.9%
+746.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.5% |
| 7D | -5.0% | -2.3% | -2.7% | -4.8% |
| 30D | +3.5% | -9.4% | +12.9% | +4.6% |
| 3M | -7.1% | -0.8% | -6.3% | -7.0% |
| 6M | -22.5% | -14.7% | -7.7% | -21.4% |
| YTD | -18.1% | -13.9% | -4.2% | -17.2% |
| 1Y | -38.3% | -18.6% | -19.7% | -37.3% |
| 3Y | +73.4% | -32.0% | +105.4% | +78.5% |
| 5Y | +26.7% | -1.0% | +27.7% | +24.9% |
| All | +695.5% | -50.9% | +746.4% | +757.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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