+670.3%
NFLX vs TMF
-86.8%
+757.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | +1.0% | -6.0% | -5.0% |
| 30D | +3.5% | -1.8% | +5.4% | +3.5% |
| 3M | -7.1% | -8.2% | +1.1% | -7.3% |
| 6M | -22.5% | -19.5% | -3.0% | -22.8% |
| YTD | -18.1% | -16.0% | -2.2% | -18.4% |
| 1Y | -38.3% | -22.5% | -15.8% | -38.6% |
| 3Y | +73.4% | -42.3% | +115.6% | +72.4% |
| 5Y | +26.7% | -87.7% | +114.4% | +16.7% |
| 10Y | +670.3% | -86.5% | +756.8% | +735.2% |
| All | +670.3% | -86.8% | +757.1% | +735.2% |
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