+106.6%
NFLX vs TW
+209.8%
-103.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -8.1% | -2.7% | -5.3% | -7.1% |
| 30D | +1.6% | -1.7% | +3.4% | +2.2% |
| 3M | -7.3% | +1.6% | -8.9% | -8.5% |
| 6M | -21.6% | -17.7% | -3.9% | -16.4% |
| YTD | -18.9% | -4.3% | -14.6% | -18.8% |
| 1Y | -39.1% | -13.1% | -26.0% | -36.8% |
| 3Y | +71.7% | +20.3% | +51.4% | +53.7% |
| 5Y | +27.0% | +22.0% | +5.0% | +10.4% |
| All | +106.6% | +209.8% | -103.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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