+27.2%
NFLX vs TSEM
+654.3%
-627.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -8.1% | +4.7% | -12.8% | -8.6% |
| 30D | -0.3% | -14.2% | +13.9% | +1.1% |
| 3M | -6.6% | -5.0% | -1.6% | -8.2% |
| 6M | -22.7% | +87.6% | -110.2% | -34.9% |
| YTD | -18.9% | +84.4% | -103.4% | -32.4% |
| 1Y | -39.8% | +235.4% | -275.2% | -56.9% |
| 3Y | +71.7% | +668.0% | -596.3% | -3.7% |
| 5Y | +27.2% | +644.7% | -617.5% | -21.2% |
| All | +27.2% | +654.3% | -627.1% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling