-2.7%
NFLX vs TMF
-88.0%
+85.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +2.1% | +1.2% | +0.9% | +2.1% |
| 30D | -9.0% | +19.7% | -28.8% | -9.5% |
| 3M | -14.0% | -2.1% | -11.9% | -14.0% |
| 6M | -28.2% | -13.4% | -14.7% | -28.0% |
| YTD | -32.4% | -16.7% | -15.6% | -32.2% |
| 1Y | -42.2% | -23.3% | -18.9% | -41.9% |
| 3Y | +45.9% | -24.8% | +70.7% | +45.2% |
| All | -2.7% | -88.0% | +85.3% | -9.4% |
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