+16.9%
NFLX vs TEM
+61.6%
-44.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.3% |
| 7D | -4.2% | +0.9% | -5.2% | -4.3% |
| 30D | +5.5% | +38.4% | -32.9% | +2.8% |
| 3M | -4.1% | +23.7% | -27.7% | -6.0% |
| 6M | -20.7% | +26.0% | -46.7% | -22.7% |
| YTD | -16.5% | +9.4% | -26.0% | -18.1% |
| 1Y | -37.8% | -17.3% | -20.5% | -38.0% |
| All | +16.9% | +61.6% | -44.7% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling