+448.1%
NFLX vs TT
+744.7%
-296.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -10.0% | -11.8% | +1.8% | -6.8% |
| 3M | -17.1% | -11.6% | -5.5% | -14.4% |
| 6M | -27.7% | -9.3% | -18.4% | -26.7% |
| YTD | -32.5% | +8.9% | -41.4% | -36.6% |
| 1Y | -43.5% | -2.2% | -41.3% | -44.9% |
| 3Y | +41.4% | +91.9% | -50.4% | +5.4% |
| 5Y | -2.2% | +136.0% | -138.2% | -35.0% |
| 10Y | +448.1% | +734.7% | -286.6% | +103.3% |
| All | +448.1% | +744.7% | -296.6% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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