+681.4%
NFLX vs TXN
+432.6%
+248.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +0.2% |
| 7D | -1.1% | +4.0% | -5.1% | -2.7% |
| 30D | +4.3% | -2.9% | +7.2% | +5.2% |
| 3M | -4.8% | -9.1% | +4.3% | -2.9% |
| 6M | -18.4% | +36.6% | -55.1% | -33.6% |
| YTD | -17.4% | +57.5% | -74.9% | -38.4% |
| 1Y | -35.7% | +49.5% | -85.2% | -51.0% |
| 3Y | +73.8% | +76.5% | -2.8% | +11.5% |
| 5Y | +29.3% | +62.4% | -33.1% | -13.1% |
| All | +681.4% | +432.6% | +248.9% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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