+70.7%
NFLX vs TXG
+41.0%
+29.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.1% |
| 7D | -8.1% | +9.1% | -17.2% | -8.6% |
| 30D | -0.3% | +14.9% | -15.2% | -1.4% |
| 3M | -6.6% | +120.0% | -126.6% | -11.7% |
| 6M | -22.7% | +221.8% | -244.5% | -29.1% |
| YTD | -18.9% | +312.6% | -331.5% | -27.0% |
| 1Y | -39.8% | +398.4% | -438.3% | -46.8% |
| All | +70.7% | +41.0% | +29.7% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling