-37.8%
NFLX vs TMO
+27.8%
-65.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.6% | -5.3% |
| 7D | -4.2% | -1.4% | -2.9% | -4.2% |
| 30D | +5.5% | +6.2% | -0.8% | +5.3% |
| 3M | -4.1% | +27.5% | -31.5% | -3.6% |
| 6M | -20.7% | +20.0% | -40.6% | -20.9% |
| YTD | -16.5% | +6.1% | -22.7% | -18.9% |
| 1Y | -37.8% | +25.8% | -63.6% | -36.6% |
| All | -37.8% | +27.8% | -65.6% | -36.6% |
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