+448.1%
NFLX vs TMF
-82.2%
+530.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.2% |
| 7D | -0.3% | -1.1% | +0.8% | -0.3% |
| 30D | -10.0% | +11.8% | -21.8% | -9.8% |
| 3M | -17.1% | -4.0% | -13.0% | -17.2% |
| 6M | -27.7% | -16.5% | -11.2% | -28.0% |
| YTD | -32.5% | -19.9% | -12.6% | -32.9% |
| 1Y | -43.5% | -25.6% | -18.0% | -43.9% |
| 3Y | +41.4% | -29.9% | +71.3% | +40.8% |
| 5Y | -2.2% | -88.2% | +86.0% | -11.5% |
| 10Y | +448.1% | -81.7% | +529.8% | +464.9% |
| All | +448.1% | -82.2% | +530.3% | +464.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling