-39.3%
NFLX vs TSLL
-48.4%
+9.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.3% | +11.0% | +4.6% |
| 7D | +7.1% | -9.4% | +16.5% | +6.9% |
| 30D | -1.6% | +1.6% | -3.2% | -1.6% |
| 3M | -9.8% | +29.4% | -39.2% | -9.5% |
| 6M | -27.1% | -20.1% | -6.9% | -27.7% |
| YTD | -29.2% | -44.5% | +15.3% | -29.9% |
| 1Y | -39.3% | -46.0% | +6.8% | -40.0% |
| All | -39.3% | -48.4% | +9.1% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling