+137.8%
NFLX vs TE
-53.0%
+190.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.7% | -5.4% |
| 7D | -4.2% | -4.0% | -0.3% | -4.0% |
| 30D | +5.5% | -15.9% | +21.4% | +6.4% |
| 3M | -4.1% | -60.5% | +56.5% | +0.7% |
| 6M | -20.7% | -35.2% | +14.5% | -21.2% |
| YTD | -16.5% | -31.1% | +14.6% | -18.6% |
| 1Y | -37.8% | +148.6% | -186.4% | -48.0% |
| 3Y | +77.9% | -26.4% | +104.3% | +64.9% |
| 5Y | +32.5% | -48.0% | +80.5% | +26.8% |
| All | +137.8% | -53.0% | +190.8% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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