+165.8%
NFLX vs TXG
+21.5%
+144.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | -2.7% |
| 7D | -5.0% | +9.4% | -14.4% | -6.5% |
| 30D | +3.5% | +26.1% | -22.5% | -0.8% |
| 3M | -7.1% | +124.8% | -131.9% | -20.2% |
| 6M | -22.5% | +215.2% | -237.7% | -38.1% |
| YTD | -18.1% | +302.2% | -320.3% | -37.9% |
| 1Y | -38.3% | +370.9% | -409.3% | -55.3% |
| 3Y | +73.4% | +38.5% | +34.9% | +50.5% |
| 5Y | +26.7% | -64.4% | +91.0% | +28.4% |
| All | +165.8% | +21.5% | +144.3% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling