-2.5%
NFLX vs TTD
-83.3%
+80.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +15.5% | -14.6% | -3.1% |
| 7D | +2.6% | +19.0% | -16.4% | -2.1% |
| 30D | -9.0% | +23.6% | -32.6% | -14.2% |
| 3M | -13.7% | +8.2% | -21.9% | -15.9% |
| 6M | -26.9% | -35.3% | +8.4% | -20.1% |
| YTD | -31.8% | -60.7% | +28.9% | -16.5% |
| 1Y | -42.1% | -65.3% | +23.2% | -26.8% |
| 3Y | +47.0% | -80.6% | +127.5% | +84.4% |
| 5Y | -2.5% | -84.6% | +82.1% | +16.0% |
| All | -2.5% | -83.3% | +80.8% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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