+15.6%
NFLX vs TEM
+47.5%
-31.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | -1.1% | -8.7% | +7.6% | -0.5% |
| 30D | +4.3% | +8.1% | -3.8% | +3.4% |
| 3M | -4.8% | +19.0% | -23.8% | -6.4% |
| 6M | -18.4% | +12.0% | -30.4% | -19.9% |
| YTD | -17.4% | -0.1% | -17.4% | -18.5% |
| 1Y | -35.7% | -33.5% | -2.2% | -34.9% |
| All | +15.6% | +47.5% | -31.9% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling