+45.2%
NFLX vs TSEM
+599.9%
-554.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.6% | -5.6% | +1.7% |
| 7D | -2.8% | +6.8% | -9.6% | -3.1% |
| 30D | -8.6% | -26.6% | +18.0% | -7.6% |
| 3M | -13.7% | -36.3% | +22.6% | -12.3% |
| 6M | -24.5% | -30.6% | +6.1% | -25.3% |
| YTD | -31.2% | +35.3% | -66.5% | -40.2% |
| 1Y | -43.2% | +59.2% | -102.4% | -52.7% |
| All | +45.2% | +599.9% | -554.7% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling