+670.3%
NFLX vs TT
+899.5%
-229.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -5.0% | +1.6% | -6.6% | -5.5% |
| 30D | +3.5% | -7.3% | +10.9% | +6.0% |
| 3M | -7.1% | -2.6% | -4.5% | -7.2% |
| 6M | -22.5% | +5.9% | -28.4% | -25.3% |
| YTD | -18.1% | +15.4% | -33.5% | -23.9% |
| 1Y | -38.3% | +8.2% | -46.6% | -41.5% |
| 3Y | +73.4% | +122.7% | -49.3% | +23.5% |
| 5Y | +26.7% | +145.0% | -118.3% | -15.8% |
| 10Y | +670.3% | +893.7% | -223.4% | +198.7% |
| All | +670.3% | +899.5% | -229.2% | +198.7% |
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