-37.8%
NFLX vs TSEM
+259.4%
-297.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.8% | -13.2% | -5.0% |
| 7D | -4.2% | +6.9% | -11.1% | -3.9% |
| 30D | +5.5% | +5.3% | +0.2% | +5.6% |
| 3M | -4.1% | -14.9% | +10.9% | -4.3% |
| 6M | -20.7% | +80.0% | -100.7% | -23.5% |
| YTD | -16.5% | +89.4% | -105.9% | -20.7% |
| 1Y | -37.8% | +253.1% | -290.9% | -45.7% |
| All | -37.8% | +259.4% | -297.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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