+667.4%
NFLX vs TSN
-5.9%
+673.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -8.1% | +1.4% | -9.4% | -8.3% |
| 30D | +1.6% | -6.2% | +7.8% | +2.6% |
| 3M | -7.3% | -5.7% | -1.6% | -6.5% |
| 6M | -21.6% | -11.4% | -10.2% | -20.3% |
| YTD | -18.9% | -8.2% | -10.8% | -18.0% |
| 1Y | -39.1% | -2.0% | -37.1% | -39.1% |
| 3Y | +71.7% | +11.9% | +59.8% | +65.7% |
| 5Y | +27.0% | -17.8% | +44.7% | +29.0% |
| All | +667.4% | -5.9% | +673.3% | +606.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling