+63,430.7%
NFLX vs TDY
+2,860.3%
+60,570.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -8.1% | -1.9% | -6.2% | -7.4% |
| 30D | +1.6% | -12.5% | +14.1% | +6.7% |
| 3M | -7.3% | -0.8% | -6.5% | -7.5% |
| 6M | -21.6% | -9.0% | -12.6% | -19.6% |
| YTD | -18.9% | +16.8% | -35.7% | -25.0% |
| 1Y | -39.1% | +9.5% | -48.5% | -42.3% |
| 3Y | +71.7% | +45.4% | +26.2% | +44.2% |
| 5Y | +27.0% | +37.8% | -10.9% | +9.0% |
| 10Y | +687.7% | +470.2% | +217.5% | +269.8% |
| All | +63,430.7% | +2,860.3% | +60,570.4% | +13,167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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