-39.3%
NFLX vs TMO
+26.9%
-66.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.6% |
| 7D | +7.1% | +0.3% | +6.8% | +7.1% |
| 30D | -1.6% | +4.3% | -6.0% | -2.1% |
| 3M | -9.8% | +25.1% | -34.9% | -11.7% |
| 6M | -27.1% | +52.9% | -80.0% | -29.0% |
| YTD | -29.2% | +22.2% | -51.4% | -32.9% |
| 1Y | -39.3% | +25.4% | -64.6% | -42.3% |
| All | -39.3% | +26.9% | -66.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling