+112.7%
NFLX vs TW
+221.1%
-108.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -5.6% |
| 7D | -4.2% | -2.3% | -1.9% | -3.5% |
| 30D | +5.5% | +3.9% | +1.5% | +3.8% |
| 3M | -4.1% | +5.7% | -9.8% | -6.8% |
| 6M | -20.7% | -14.5% | -6.2% | -16.6% |
| YTD | -16.5% | -0.9% | -15.7% | -17.5% |
| 1Y | -37.8% | -13.5% | -24.3% | -35.2% |
| 3Y | +77.9% | +25.0% | +52.9% | +57.0% |
| 5Y | +32.5% | +22.7% | +9.8% | +14.7% |
| All | +112.7% | +221.1% | -108.4% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling