+240.3%
NFLX vs TSLL
-57.4%
+297.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -11.8% | +6.5% | -4.3% |
| 7D | -4.2% | +1.9% | -6.1% | -4.5% |
| 30D | +5.5% | +17.8% | -12.3% | +3.7% |
| 3M | -4.1% | -37.0% | +33.0% | -1.7% |
| 6M | -20.7% | -37.7% | +17.0% | -19.4% |
| YTD | -16.5% | -51.4% | +34.8% | -13.5% |
| 1Y | -37.8% | -23.4% | -14.4% | -39.5% |
| 3Y | +77.9% | -30.8% | +108.7% | +51.3% |
| All | +240.3% | -57.4% | +297.7% | +261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling