-5.5%
NFLX vs TEM
+101.4%
-106.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.8% |
| 7D | -0.3% | +3.5% | -3.8% | -0.5% |
| 30D | -10.0% | +13.5% | -23.6% | -10.9% |
| 3M | -17.1% | +46.3% | -63.4% | -19.8% |
| 6M | -27.7% | +61.5% | -89.2% | -30.8% |
| YTD | -32.5% | +36.4% | -68.9% | -35.1% |
| 1Y | -43.5% | +12.2% | -55.7% | -44.9% |
| All | -5.5% | +101.4% | -106.8% | -12.9% |
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