+448.2%
NFLX vs TTMI
+394.2%
+54.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -2.0% | +11.4% | -13.4% | -3.6% |
| 30D | -11.9% | -28.3% | +16.4% | -9.2% |
| 3M | -20.6% | -46.7% | +26.1% | -15.0% |
| 6M | -29.0% | -56.1% | +27.1% | -23.3% |
| YTD | -33.7% | +7.4% | -41.1% | -43.7% |
| 1Y | -46.2% | +17.4% | -63.6% | -55.9% |
| 3Y | +39.8% | +429.1% | -389.4% | -29.5% |
| 5Y | -9.0% | +418.8% | -427.7% | -55.3% |
| All | +448.2% | +394.2% | +54.0% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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