+11.0%
NFLX vs TOST
-46.1%
+57.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +5.7% | +11.6% | -6.0% | +2.4% |
| 30D | -4.6% | +16.2% | -20.8% | -8.6% |
| 3M | -11.6% | +1.0% | -12.7% | -12.0% |
| 6M | -25.4% | +23.2% | -48.6% | -30.4% |
| YTD | -30.1% | -1.0% | -29.1% | -31.2% |
| 1Y | -40.3% | -9.9% | -30.4% | -39.9% |
| 3Y | +51.6% | +101.0% | -49.4% | +11.7% |
| 5Y | +1.5% | -40.4% | +41.9% | -22.0% |
| All | +11.0% | -46.1% | +57.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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