-39.3%
NFLX vs TMF
-23.9%
-15.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.5% |
| 7D | +7.1% | +4.0% | +3.1% | +6.7% |
| 30D | -1.6% | +19.5% | -21.1% | -2.9% |
| 3M | -9.8% | -3.5% | -6.2% | -10.4% |
| 6M | -27.1% | -10.6% | -16.5% | -27.7% |
| YTD | -29.2% | -17.1% | -12.1% | -29.1% |
| 1Y | -39.3% | -24.3% | -15.0% | -39.5% |
| All | -39.3% | -23.9% | -15.4% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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