+681.4%
NFLX vs TMO
+338.2%
+343.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -1.1% | -0.6% | -0.4% | -0.8% |
| 30D | +4.3% | +1.1% | +3.2% | +3.8% |
| 3M | -4.8% | +28.3% | -33.1% | -14.1% |
| 6M | -18.4% | +23.3% | -41.7% | -25.9% |
| YTD | -17.4% | +5.5% | -22.9% | -20.3% |
| 1Y | -35.7% | +24.5% | -60.2% | -42.8% |
| 3Y | +73.8% | +19.6% | +54.2% | +51.4% |
| 5Y | +29.3% | +8.1% | +21.2% | +16.9% |
| All | +681.4% | +338.2% | +343.2% | +247.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling