+65,302.9%
NFLX vs TAP
+107.4%
+65,195.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.3% |
| 7D | -4.2% | -2.3% | -1.9% | -3.8% |
| 30D | +5.5% | -2.1% | +7.6% | +5.9% |
| 3M | -4.1% | +6.6% | -10.7% | -5.3% |
| 6M | -20.7% | -11.5% | -9.2% | -19.1% |
| YTD | -16.5% | -10.3% | -6.3% | -15.3% |
| 1Y | -37.8% | -14.4% | -23.4% | -36.4% |
| 3Y | +77.9% | -28.3% | +106.2% | +85.6% |
| 5Y | +32.5% | +1.7% | +30.8% | +27.4% |
| 10Y | +703.6% | -49.2% | +752.8% | +768.9% |
| All | +65,302.9% | +107.4% | +65,195.6% | +47,087.5% |
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