+52,899.3%
NFLX vs TAP
+106.5%
+52,792.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.4% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | -9.0% | +9.1% | -18.2% | -10.6% |
| 3M | -14.0% | -3.8% | -10.2% | -13.4% |
| 6M | -28.2% | -3.4% | -24.7% | -27.8% |
| YTD | -32.4% | -10.6% | -21.7% | -31.3% |
| 1Y | -42.2% | -4.4% | -37.8% | -42.1% |
| 3Y | +45.9% | -24.4% | +70.2% | +50.7% |
| 5Y | -1.8% | +2.1% | -3.9% | -5.6% |
| 10Y | +419.6% | -48.7% | +468.4% | +460.5% |
| All | +52,899.3% | +106.5% | +52,792.9% | +38,147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling