-42.9%
NFLX vs TT
-2.5%
-40.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +2.0% |
| 7D | +2.6% | +1.7% | +0.8% | +3.1% |
| 30D | -9.0% | -11.8% | +2.8% | -11.6% |
| 3M | -13.7% | -12.6% | -1.1% | -16.1% |
| 6M | -26.9% | -9.4% | -17.5% | -28.5% |
| YTD | -31.8% | +8.8% | -40.6% | -31.1% |
| All | -42.9% | -2.5% | -40.4% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling