+74.4%
NFLX vs TSLL
-30.6%
+105.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -11.8% | +6.5% | -4.7% |
| 7D | -4.2% | +1.9% | -6.1% | -4.4% |
| 30D | +5.5% | +17.8% | -12.3% | +4.4% |
| 3M | -4.1% | -37.0% | +33.0% | -2.6% |
| 6M | -20.7% | -37.7% | +17.0% | -19.9% |
| YTD | -16.5% | -51.4% | +34.8% | -14.6% |
| 1Y | -37.8% | -23.4% | -14.4% | -38.8% |
| All | +74.4% | -30.6% | +105.0% | +56.6% |
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