+29.0%
NFLX vs TAP
+2.2%
+26.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.3% |
| 7D | -4.2% | -2.3% | -1.9% | -4.0% |
| 30D | +5.5% | -2.1% | +7.6% | +5.7% |
| 3M | -4.1% | +6.6% | -10.7% | -4.7% |
| 6M | -20.7% | -11.5% | -9.2% | -19.8% |
| YTD | -16.5% | -10.3% | -6.3% | -16.0% |
| 1Y | -37.8% | -14.4% | -23.4% | -37.0% |
| 3Y | +77.9% | -28.3% | +106.2% | +83.4% |
| All | +29.0% | +2.2% | +26.8% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling