+39.8%
NFLX vs TAP
-22.2%
+61.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.2% |
| 7D | -2.0% | +1.3% | -3.3% | -2.1% |
| 30D | -11.9% | +5.7% | -17.7% | -12.3% |
| 3M | -20.6% | -1.9% | -18.7% | -20.6% |
| 6M | -29.0% | +0.9% | -30.0% | -29.1% |
| YTD | -33.7% | -9.5% | -24.2% | -34.0% |
| 1Y | -46.2% | -9.0% | -37.2% | -46.4% |
| 3Y | +39.8% | -22.2% | +62.0% | +44.6% |
| All | +39.8% | -22.2% | +61.9% | +44.6% |
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