+418.9%
NFLX vs TPR
+391.0%
+27.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | +2.1% | +14.2% | -12.1% | -0.3% |
| 30D | -9.0% | +17.1% | -26.1% | -11.6% |
| 3M | -14.0% | -17.7% | +3.8% | -11.5% |
| 6M | -28.2% | -10.2% | -18.0% | -27.6% |
| YTD | -32.4% | +4.9% | -37.3% | -34.2% |
| 1Y | -42.2% | +36.1% | -78.3% | -46.6% |
| 3Y | +45.9% | +416.5% | -370.6% | +0.1% |
| 5Y | -1.8% | +254.8% | -256.6% | -29.0% |
| All | +418.9% | +391.0% | +27.9% | +296.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling