+95.4%
NFLX vs TLN
+583.6%
-488.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.8% | -9.1% | -5.6% |
| 7D | -4.2% | +7.1% | -11.3% | -4.7% |
| 30D | +5.5% | -3.9% | +9.4% | +5.6% |
| 3M | -4.1% | -16.2% | +12.1% | -3.2% |
| 6M | -20.7% | -5.8% | -14.9% | -21.3% |
| YTD | -16.5% | -15.4% | -1.1% | -16.7% |
| 1Y | -37.8% | -16.7% | -21.1% | -38.1% |
| 3Y | +77.9% | +473.8% | -395.9% | +32.5% |
| All | +95.4% | +583.6% | -488.2% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling