+52,774.0%
NFLX vs TAP
+104.7%
+52,669.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.3% | -4.5% | +4.3% | +0.6% |
| 30D | -10.0% | +7.5% | -17.5% | -11.3% |
| 3M | -17.1% | -4.9% | -12.2% | -16.4% |
| 6M | -27.7% | -3.5% | -24.2% | -27.3% |
| YTD | -32.5% | -11.4% | -21.1% | -31.4% |
| 1Y | -43.5% | -10.8% | -32.7% | -42.7% |
| 3Y | +41.4% | -24.5% | +65.9% | +46.1% |
| 5Y | -2.2% | +2.5% | -4.7% | -6.0% |
| 10Y | +448.1% | -47.6% | +495.7% | +487.1% |
| All | +52,774.0% | +104.7% | +52,669.3% | +38,118.8% |
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