+27.2%
NFLX vs TTMI
+806.9%
-779.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.5% |
| 7D | -8.1% | +7.5% | -15.6% | -9.0% |
| 30D | -0.3% | -4.5% | +4.1% | -0.2% |
| 3M | -6.6% | -28.5% | +21.9% | -4.1% |
| 6M | -22.7% | +28.4% | -51.0% | -29.6% |
| YTD | -18.9% | +80.1% | -99.0% | -32.6% |
| 1Y | -39.8% | +161.0% | -200.8% | -55.6% |
| 3Y | +71.7% | +862.4% | -790.7% | -18.8% |
| 5Y | +27.2% | +812.9% | -785.7% | -40.5% |
| All | +27.2% | +806.9% | -779.7% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling