+45.9%
NFLX vs TSLL
-21.0%
+66.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.6% | -11.9% | -3.7% |
| 7D | +2.1% | -21.2% | +23.4% | +3.2% |
| 30D | -9.0% | -13.3% | +4.3% | -8.7% |
| 3M | -14.0% | +15.4% | -29.3% | -15.3% |
| 6M | -28.2% | -34.2% | +6.1% | -27.8% |
| YTD | -32.4% | -52.9% | +20.5% | -30.9% |
| 1Y | -42.2% | -54.3% | +12.1% | -41.1% |
| 3Y | +45.9% | -18.4% | +64.2% | +34.0% |
| All | +45.9% | -21.0% | +66.9% | +34.0% |
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 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