+89.9%
NFLX vs TLN
+589.3%
-499.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -8.1% | +5.8% | -13.9% | -8.5% |
| 30D | -0.3% | -6.9% | +6.5% | 0.0% |
| 3M | -6.6% | -10.9% | +4.3% | -6.3% |
| 6M | -22.7% | -4.6% | -18.1% | -23.3% |
| YTD | -18.9% | -14.7% | -4.2% | -19.1% |
| 1Y | -39.8% | -17.9% | -21.9% | -39.9% |
| 3Y | +71.7% | +483.9% | -412.2% | +27.3% |
| All | +89.9% | +589.3% | -499.5% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling