+423.4%
NFLX vs TMF
-83.0%
+506.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.6% | +0.6% | +2.0% | +2.6% |
| 30D | -9.0% | +16.3% | -25.3% | -8.8% |
| 3M | -13.7% | -2.7% | -11.1% | -13.8% |
| 6M | -26.9% | -13.2% | -13.7% | -27.2% |
| YTD | -31.8% | -16.7% | -15.1% | -32.1% |
| 1Y | -42.1% | -22.7% | -19.3% | -42.4% |
| 3Y | +47.0% | -26.1% | +73.1% | +46.5% |
| 5Y | -2.5% | -88.4% | +85.9% | -11.7% |
| 10Y | +423.4% | -81.8% | +505.2% | +449.1% |
| All | +423.4% | -83.0% | +506.4% | +449.1% |
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