+178.1%
NFLX vs TSLL
-54.2%
+232.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -10.1% | 0.0% |
| 7D | +2.6% | -14.3% | +16.9% | +3.5% |
| 30D | -9.0% | -6.2% | -2.9% | -9.1% |
| 3M | -13.7% | +21.2% | -34.9% | -16.1% |
| 6M | -26.9% | -36.6% | +9.7% | -26.0% |
| YTD | -31.8% | -47.8% | +16.0% | -30.3% |
| 1Y | -42.1% | -45.2% | +3.2% | -41.4% |
| 3Y | +47.0% | -3.3% | +50.2% | +18.7% |
| All | +178.1% | -54.2% | +232.3% | +190.9% |
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