-2.7%
NFLX vs TT
+129.2%
-131.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.0% |
| 7D | +2.1% | -2.0% | +4.2% | +2.7% |
| 30D | -9.0% | -14.0% | +5.0% | -4.9% |
| 3M | -14.0% | -15.9% | +1.9% | -9.6% |
| 6M | -28.2% | -17.3% | -10.8% | -24.8% |
| YTD | -32.4% | +4.0% | -36.3% | -36.7% |
| 1Y | -42.2% | -7.1% | -35.1% | -43.0% |
| 3Y | +45.9% | +90.2% | -44.4% | -4.0% |
| All | -2.7% | +129.2% | -131.9% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling