-8.2%
NFLX vs TECK
+131.7%
-139.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.3% |
| 7D | -4.4% | +2.1% | -6.5% | -4.7% |
| 30D | -11.0% | -8.9% | -2.1% | -9.9% |
| 3M | -15.5% | -7.1% | -8.4% | -15.0% |
| 6M | -28.5% | -7.0% | -21.5% | -28.4% |
| YTD | -33.1% | +28.3% | -61.5% | -37.5% |
| 1Y | -45.8% | +40.6% | -86.4% | -50.4% |
| 3Y | +40.2% | +78.2% | -38.0% | +19.1% |
| 5Y | -8.2% | +129.5% | -137.7% | -30.2% |
| All | -8.2% | +131.7% | -139.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 5y: compounded portfolio wealth divided by compounded TECK 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…
5y analysis · Full analysis span regression · 6 months rolling