+27.0%
NFLX vs TRU
-36.7%
+63.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -8.1% | -9.4% | +1.3% | -4.7% |
| 30D | +1.6% | -4.1% | +5.7% | +3.2% |
| 3M | -7.3% | +13.6% | -20.9% | -11.7% |
| 6M | -21.6% | +3.6% | -25.2% | -23.4% |
| YTD | -18.9% | -9.8% | -9.1% | -17.3% |
| 1Y | -39.1% | -13.6% | -25.4% | -37.4% |
| 3Y | +71.7% | -2.0% | +73.6% | +58.7% |
| 5Y | +27.0% | -35.8% | +62.8% | +57.9% |
| All | +27.0% | -36.7% | +63.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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