+29.0%
NFLX vs TPR
+239.8%
-210.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -4.2% | -2.3% | -1.9% | -3.7% |
| 30D | +5.5% | -23.0% | +28.4% | +11.9% |
| 3M | -4.1% | -12.5% | +8.4% | -1.9% |
| 6M | -20.7% | -21.4% | +0.7% | -17.1% |
| YTD | -16.5% | -3.5% | -13.0% | -18.4% |
| 1Y | -37.8% | +17.4% | -55.1% | -43.2% |
| 3Y | +77.9% | +291.3% | -213.4% | -2.4% |
| All | +29.0% | +239.8% | -210.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling