+11,247.6%
NFLX vs TMF
-68.9%
+11,316.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.3% |
| 7D | -4.2% | -1.4% | -2.8% | -4.4% |
| 30D | +5.5% | -2.8% | +8.3% | +5.2% |
| 3M | -4.1% | -10.9% | +6.8% | -5.0% |
| 6M | -20.7% | -21.3% | +0.6% | -22.2% |
| YTD | -16.5% | -15.9% | -0.7% | -17.6% |
| 1Y | -37.8% | -15.7% | -22.0% | -38.5% |
| 3Y | +77.9% | -43.4% | +121.2% | +72.7% |
| 5Y | +32.5% | -87.8% | +120.3% | +10.1% |
| 10Y | +703.6% | -86.7% | +790.3% | +618.8% |
| All | +11,247.6% | -68.9% | +11,316.5% | +15,330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling