+63,447.4%
NFLX vs TMO
+3,301.5%
+60,145.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -8.1% | -0.5% | -7.6% | -7.9% |
| 30D | -0.3% | +1.0% | -1.3% | -0.9% |
| 3M | -6.6% | +22.7% | -29.3% | -15.5% |
| 6M | -22.7% | +19.0% | -41.7% | -29.8% |
| YTD | -18.9% | +4.7% | -23.6% | -22.1% |
| 1Y | -39.8% | +26.0% | -65.8% | -47.8% |
| 3Y | +71.7% | +18.0% | +53.7% | +47.6% |
| 5Y | +27.2% | +8.0% | +19.2% | +13.0% |
| 10Y | +687.9% | +333.8% | +354.1% | +228.9% |
| All | +63,447.4% | +3,301.5% | +60,145.8% | +6,823.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling