-1.9%
NFLX vs TSEM
+335.9%
-337.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.6% | -5.6% | +1.4% |
| 7D | -2.8% | +6.8% | -9.6% | -3.4% |
| 30D | -8.6% | -26.6% | +18.0% | -6.4% |
| 3M | -13.7% | -36.3% | +22.6% | -10.9% |
| 6M | -24.5% | -30.6% | +6.1% | -25.1% |
| YTD | -31.2% | +35.3% | -66.5% | -41.8% |
| 1Y | -43.2% | +59.2% | -102.4% | -54.1% |
| 3Y | +44.3% | +547.7% | -503.3% | -22.3% |
| 5Y | -1.9% | +337.5% | -339.4% | -38.8% |
| All | -1.9% | +335.9% | -337.7% | -38.8% |
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 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