+448.2%
NFLX vs TSEM
+805.6%
-357.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.1% | +0.3% |
| 7D | -2.0% | +7.0% | -8.9% | -3.3% |
| 30D | -11.9% | -29.8% | +17.8% | -7.3% |
| 3M | -20.6% | -41.9% | +21.4% | -14.3% |
| 6M | -29.0% | -45.8% | +16.7% | -25.0% |
| YTD | -33.7% | +25.1% | -58.8% | -45.9% |
| 1Y | -46.2% | +48.2% | -94.4% | -58.4% |
| 3Y | +39.8% | +476.5% | -436.7% | -32.3% |
| 5Y | -9.0% | +301.4% | -310.4% | -51.5% |
| All | +448.2% | +805.6% | -357.5% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling