-8.5%
NFLX vs TRV
+180.6%
-189.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.0% | +2.0% | -4.0% | -2.4% |
| 30D | -11.9% | +6.7% | -18.7% | -13.1% |
| 3M | -20.6% | +9.4% | -29.9% | -21.9% |
| 6M | -29.0% | +37.7% | -66.7% | -33.6% |
| YTD | -33.7% | +40.6% | -74.3% | -38.3% |
| 1Y | -46.2% | +42.4% | -88.6% | -50.0% |
| 3Y | +39.8% | +148.1% | -108.3% | +14.0% |
| All | -8.5% | +180.6% | -189.1% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling