+175.1%
NFLX vs TSLL
-53.8%
+228.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -0.3% | -11.0% | +10.8% | +0.4% |
| 30D | -10.0% | -5.3% | -4.7% | -10.2% |
| 3M | -17.1% | +20.8% | -37.9% | -19.3% |
| 6M | -27.7% | -36.0% | +8.3% | -26.8% |
| YTD | -32.5% | -47.3% | +14.8% | -31.1% |
| 1Y | -43.5% | -48.4% | +4.9% | -42.5% |
| 3Y | +41.4% | -5.4% | +46.9% | +14.9% |
| All | +175.1% | -53.8% | +228.9% | +187.6% |
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 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