+14.7%
NFLX vs TEM
+60.7%
-46.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -5.0% | +3.2% | -8.2% | -5.2% |
| 30D | +3.5% | +23.5% | -20.0% | +1.7% |
| 3M | -7.1% | +32.3% | -39.4% | -9.3% |
| 6M | -22.5% | +23.0% | -45.5% | -24.3% |
| YTD | -18.1% | +8.9% | -27.0% | -19.7% |
| 1Y | -38.3% | -19.9% | -18.5% | -38.4% |
| All | +14.7% | +60.7% | -46.0% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling