+65,302.9%
NFLX vs TSEM
+145.8%
+65,157.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.8% | -13.2% | -6.1% |
| 7D | -4.2% | +6.9% | -11.1% | -4.9% |
| 30D | +5.5% | +5.3% | +0.2% | +4.5% |
| 3M | -4.1% | -14.9% | +10.9% | -4.0% |
| 6M | -20.7% | +80.0% | -100.7% | -27.7% |
| YTD | -16.5% | +89.4% | -105.9% | -24.6% |
| 1Y | -37.8% | +253.1% | -290.9% | -47.7% |
| 3Y | +77.9% | +642.1% | -564.2% | +36.4% |
| 5Y | +32.5% | +659.1% | -626.6% | +0.9% |
| 10Y | +703.6% | +1,291.4% | -587.8% | +474.7% |
| All | +65,302.9% | +145.8% | +65,157.1% | +42,808.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling