+339.2%
NFLX vs TSLQ
-97.3%
+436.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.0% | +6.1% | -2.6% |
| 7D | -5.0% | -8.6% | +3.6% | -5.6% |
| 30D | +3.5% | -24.9% | +28.4% | +1.3% |
| 3M | -7.1% | -1.5% | -5.6% | -5.9% |
| 6M | -22.5% | -18.1% | -4.4% | -22.4% |
| YTD | -18.1% | -0.1% | -18.0% | -15.8% |
| 1Y | -38.3% | -51.4% | +13.0% | -40.7% |
| 3Y | +73.4% | -95.9% | +169.3% | +45.2% |
| All | +339.2% | -97.3% | +436.5% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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