+53,843.8%
NFLX vs TSEM
+75.6%
+53,768.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.6% | -5.6% | +1.3% |
| 7D | -2.8% | +6.8% | -9.6% | -3.5% |
| 30D | -8.6% | -26.6% | +18.0% | -6.5% |
| 3M | -13.7% | -36.3% | +22.6% | -11.0% |
| 6M | -24.5% | -30.6% | +6.1% | -24.2% |
| YTD | -31.2% | +35.3% | -66.5% | -36.4% |
| 1Y | -43.2% | +59.2% | -102.4% | -48.6% |
| 3Y | +44.3% | +547.7% | -503.3% | +11.0% |
| 5Y | -1.9% | +337.5% | -339.4% | -21.9% |
| 10Y | +462.3% | +887.4% | -425.1% | +311.5% |
| All | +53,843.8% | +75.6% | +53,768.2% | +36,087.9% |
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 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