+681.4%
NFLX vs TEL
+316.2%
+365.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.4% |
| 7D | -1.1% | +1.6% | -2.7% | -1.7% |
| 30D | +4.3% | -0.7% | +5.0% | +4.3% |
| 3M | -4.8% | +2.4% | -7.2% | -6.4% |
| 6M | -18.4% | +4.1% | -22.6% | -21.7% |
| YTD | -17.4% | -5.8% | -11.6% | -18.1% |
| 1Y | -35.7% | +0.9% | -36.6% | -38.8% |
| 3Y | +73.8% | +72.6% | +1.2% | +24.4% |
| 5Y | +29.3% | +57.5% | -28.3% | -4.0% |
| All | +681.4% | +316.2% | +365.3% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling