-8.5%
NFLX vs TMF
-88.6%
+80.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.0% | -9.3% | +7.3% | -1.7% |
| 30D | -11.9% | +1.9% | -13.9% | -12.0% |
| 3M | -20.6% | -11.2% | -9.3% | -20.3% |
| 6M | -29.0% | -17.7% | -11.3% | -28.7% |
| YTD | -33.7% | -24.5% | -9.3% | -33.3% |
| 1Y | -46.2% | -29.4% | -16.7% | -45.8% |
| 3Y | +39.8% | -33.4% | +73.2% | +39.7% |
| All | -8.5% | -88.6% | +80.1% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling