+170.3%
NFLX vs TSLL
-51.4%
+221.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | -0.6% |
| 7D | -2.0% | +17.8% | -19.8% | -3.3% |
| 30D | -11.9% | +8.2% | -20.2% | -13.1% |
| 3M | -20.6% | +20.9% | -41.4% | -22.7% |
| 6M | -29.0% | -37.5% | +8.5% | -27.9% |
| YTD | -33.7% | -44.5% | +10.8% | -32.6% |
| 1Y | -46.2% | -33.0% | -13.2% | -46.5% |
| 3Y | +39.8% | -6.4% | +46.2% | +14.5% |
| All | +170.3% | -51.4% | +221.6% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling