+73.4%
NFLX vs TLN
+494.5%
-421.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.1% |
| 7D | -5.0% | +10.9% | -15.9% | -5.7% |
| 30D | +3.5% | -6.3% | +9.9% | +3.9% |
| 3M | -7.1% | -10.7% | +3.6% | -6.8% |
| 6M | -22.5% | +1.6% | -24.1% | -23.5% |
| YTD | -18.1% | -13.1% | -5.0% | -18.4% |
| 1Y | -38.3% | -15.1% | -23.3% | -38.7% |
| 3Y | +73.4% | +495.0% | -421.6% | +41.1% |
| All | +73.4% | +494.5% | -421.1% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling