+167.9%
NFLX vs TXG
+27.0%
+140.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.3% |
| 7D | -1.1% | +9.5% | -10.6% | -2.6% |
| 30D | +4.3% | +18.8% | -14.5% | +1.0% |
| 3M | -4.8% | +136.1% | -140.9% | -18.9% |
| 6M | -18.4% | +235.2% | -253.7% | -35.6% |
| YTD | -17.4% | +320.5% | -338.0% | -37.8% |
| 1Y | -35.7% | +425.2% | -460.9% | -54.2% |
| 3Y | +73.8% | +42.9% | +30.9% | +50.2% |
| 5Y | +29.3% | -62.8% | +92.1% | +30.0% |
| All | +167.9% | +27.0% | +140.9% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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