+50.8%
NFLX vs TSLL
-27.3%
+78.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -21.9% | +20.6% | -0.1% |
| 7D | +5.7% | -28.9% | +34.5% | +7.4% |
| 30D | -4.6% | -21.4% | +16.9% | -3.7% |
| 3M | -11.6% | +5.0% | -16.6% | -12.5% |
| 6M | -25.4% | -36.6% | +11.2% | -24.9% |
| YTD | -30.1% | -56.6% | +26.6% | -28.2% |
| 1Y | -40.3% | -60.9% | +20.6% | -38.6% |
| All | +50.8% | -27.3% | +78.1% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling