-39.3%
NFLX vs TRV
+54.4%
-93.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +4.1% |
| 7D | +7.1% | +3.9% | +3.2% | +6.5% |
| 30D | -1.6% | +13.5% | -15.1% | -3.2% |
| 3M | -9.8% | +8.9% | -18.6% | -10.9% |
| 6M | -27.1% | +36.8% | -63.8% | -30.2% |
| YTD | -29.2% | +42.7% | -71.9% | -30.8% |
| 1Y | -39.3% | +49.9% | -89.1% | -43.3% |
| All | -39.3% | +54.4% | -93.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling