-39.3%
NFLX vs TLN
-17.6%
-21.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.5% | +13.2% | +3.9% |
| 7D | +7.1% | -6.0% | +13.1% | +6.5% |
| 30D | -1.6% | -1.5% | -0.1% | -1.8% |
| 3M | -9.8% | -3.9% | -5.9% | -9.9% |
| 6M | -27.1% | -15.0% | -12.0% | -27.4% |
| YTD | -29.2% | -12.8% | -16.4% | -30.1% |
| 1Y | -39.3% | -17.3% | -21.9% | -39.6% |
| All | -39.3% | -17.6% | -21.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling