+13.6%
NFLX vs TEM
+46.9%
-33.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.2% |
| 7D | -8.1% | -9.2% | +1.1% | -7.5% |
| 30D | +1.6% | +5.5% | -3.8% | +0.9% |
| 3M | -7.3% | +18.7% | -26.0% | -8.9% |
| 6M | -21.6% | +15.4% | -37.0% | -23.1% |
| YTD | -18.9% | -0.5% | -18.4% | -20.0% |
| 1Y | -39.1% | -24.8% | -14.2% | -38.9% |
| All | +13.6% | +46.9% | -33.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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