+180.7%
NFLX vs TSLL
-51.1%
+231.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.8% | +1.6% |
| 7D | -2.8% | +0.5% | -3.3% | -3.1% |
| 30D | -8.6% | +2.7% | -11.3% | -9.4% |
| 3M | -13.7% | +26.3% | -40.0% | -16.3% |
| 6M | -24.5% | -37.2% | +12.7% | -23.3% |
| YTD | -31.2% | -44.2% | +13.1% | -30.0% |
| 1Y | -43.2% | -44.0% | +0.8% | -42.6% |
| 3Y | +44.3% | 0.0% | +44.3% | +16.7% |
| All | +180.7% | -51.1% | +231.8% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling