+667.4%
NFLX vs TPR
+318.3%
+349.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -8.1% | -5.1% | -2.9% | -7.2% |
| 30D | +1.6% | -27.6% | +29.2% | +7.1% |
| 3M | -7.3% | -17.5% | +10.2% | -4.7% |
| 6M | -21.6% | -21.3% | -0.3% | -19.2% |
| YTD | -18.9% | -8.5% | -10.5% | -19.1% |
| 1Y | -39.1% | +11.5% | -50.5% | -41.7% |
| 3Y | +71.7% | +288.0% | -216.4% | +24.4% |
| 5Y | +27.0% | +225.2% | -198.2% | -6.5% |
| All | +667.4% | +318.3% | +349.1% | +474.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling