+74.4%
NFLX vs TMF
-42.2%
+116.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.3% |
| 7D | -4.2% | -1.4% | -2.8% | -4.3% |
| 30D | +5.5% | -2.8% | +8.3% | +5.3% |
| 3M | -4.1% | -10.9% | +6.8% | -4.4% |
| 6M | -20.7% | -21.3% | +0.6% | -21.3% |
| YTD | -16.5% | -15.9% | -0.7% | -16.9% |
| 1Y | -37.8% | -15.7% | -22.0% | -38.0% |
| All | +74.4% | -42.2% | +116.6% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling