+423.4%
NFLX vs TAP
-49.5%
+472.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.0% |
| 7D | +2.6% | -7.8% | +10.4% | +3.5% |
| 30D | -9.0% | +7.1% | -16.2% | -9.7% |
| 3M | -13.7% | -7.0% | -6.7% | -13.1% |
| 6M | -26.9% | -3.8% | -23.1% | -26.7% |
| YTD | -31.8% | -11.7% | -20.1% | -31.2% |
| 1Y | -42.1% | -10.1% | -31.9% | -41.7% |
| 3Y | +47.0% | -23.7% | +70.7% | +49.3% |
| 5Y | -2.5% | +2.9% | -5.4% | -4.2% |
| 10Y | +423.4% | -49.5% | +472.9% | +478.1% |
| All | +423.4% | -49.5% | +472.9% | +478.1% |
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