+667.4%
NFLX vs TTMI
+1,087.8%
-420.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -8.1% | +6.0% | -14.1% | -9.1% |
| 30D | +1.6% | -6.4% | +8.1% | +2.1% |
| 3M | -7.3% | -28.9% | +21.6% | -3.9% |
| 6M | -21.6% | +26.9% | -48.5% | -29.7% |
| YTD | -18.9% | +77.3% | -96.2% | -34.3% |
| 1Y | -39.1% | +147.5% | -186.6% | -55.8% |
| 3Y | +71.7% | +847.6% | -776.0% | -18.3% |
| 5Y | +27.0% | +802.2% | -775.3% | -40.3% |
| All | +667.4% | +1,087.8% | -420.4% | +234.3% |
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