+73.4%
NFLX vs TFC
+98.6%
-25.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.6% |
| 7D | -5.0% | +2.2% | -7.2% | -5.3% |
| 30D | +3.5% | -2.5% | +6.0% | +3.9% |
| 3M | -7.1% | +4.5% | -11.7% | -7.8% |
| 6M | -22.5% | +11.0% | -33.4% | -23.9% |
| YTD | -18.1% | +5.9% | -24.0% | -19.2% |
| 1Y | -38.3% | +14.6% | -52.9% | -40.2% |
| 3Y | +73.4% | +96.7% | -23.3% | +63.1% |
| All | +73.4% | +98.6% | -25.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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