+45.9%
NFLX vs TAP
-23.7%
+69.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.8% |
| 7D | +2.1% | +0.5% | +1.6% | +2.1% |
| 30D | -9.0% | +9.1% | -18.2% | -9.6% |
| 3M | -14.0% | -3.8% | -10.2% | -13.8% |
| 6M | -28.2% | -3.4% | -24.7% | -28.2% |
| YTD | -32.4% | -10.6% | -21.7% | -32.6% |
| 1Y | -42.2% | -4.4% | -37.8% | -42.3% |
| 3Y | +45.9% | -24.4% | +70.2% | +48.7% |
| All | +45.9% | -23.7% | +69.5% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling