+681.4%
NFLX vs TSEM
+1,313.0%
-631.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.5% |
| 7D | -1.1% | -4.9% | +3.8% | -0.1% |
| 30D | +4.3% | -18.7% | +23.0% | +8.0% |
| 3M | -4.8% | -18.1% | +13.4% | -4.0% |
| 6M | -18.4% | +77.1% | -95.5% | -35.0% |
| YTD | -17.4% | +80.1% | -97.6% | -35.6% |
| 1Y | -35.7% | +220.4% | -256.1% | -58.2% |
| 3Y | +73.8% | +650.1% | -576.3% | -17.0% |
| 5Y | +29.3% | +628.9% | -599.6% | -39.3% |
| All | +681.4% | +1,313.0% | -631.5% | +195.9% |
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