+670.3%
NFLX vs TLT
-21.3%
+691.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | +0.4% | -5.4% | -5.0% |
| 30D | +3.5% | -0.3% | +3.8% | +3.5% |
| 3M | -7.1% | -1.7% | -5.4% | -7.2% |
| 6M | -22.5% | -4.9% | -17.6% | -22.7% |
| YTD | -18.1% | -2.8% | -15.3% | -18.3% |
| 1Y | -38.3% | -4.2% | -34.1% | -38.5% |
| 3Y | +73.4% | -1.1% | +74.5% | +73.7% |
| 5Y | +26.7% | -33.7% | +60.4% | +17.6% |
| 10Y | +670.3% | -20.7% | +691.0% | +739.0% |
| All | +670.3% | -21.3% | +691.6% | +739.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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