-8.5%
NFLX vs TPR
+230.3%
-238.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -11.9% | +15.1% | -27.0% | -15.2% |
| 3M | -20.6% | +3.5% | -24.1% | -21.5% |
| 6M | -29.0% | +0.4% | -29.5% | -30.4% |
| YTD | -33.7% | +4.6% | -38.3% | -36.8% |
| 1Y | -46.2% | +33.1% | -79.3% | -52.6% |
| 3Y | +39.8% | +396.0% | -356.2% | -32.2% |
| All | -8.5% | +230.3% | -238.8% | -52.7% |
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