-8.5%
NFLX vs TRU
-26.5%
+17.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -11.9% | +21.3% | -33.2% | -18.1% |
| 3M | -20.6% | +0.2% | -20.8% | -21.0% |
| 6M | -29.0% | +22.4% | -51.4% | -34.6% |
| YTD | -33.7% | -4.8% | -28.9% | -34.0% |
| 1Y | -46.2% | -0.2% | -46.0% | -47.5% |
| 3Y | +39.8% | +57.9% | -18.1% | +1.5% |
| All | -8.5% | -26.5% | +17.9% | +3.4% |
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