+31.3%
NFLX vs TXN
+60.4%
-29.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +0.7% |
| 7D | -1.1% | +4.0% | -5.1% | -2.3% |
| 30D | +4.3% | -2.9% | +7.2% | +5.0% |
| 3M | -4.8% | -9.1% | +4.3% | -3.4% |
| 6M | -18.4% | +36.6% | -55.1% | -31.2% |
| YTD | -17.4% | +57.5% | -74.9% | -35.6% |
| 1Y | -35.7% | +49.5% | -85.2% | -48.8% |
| 3Y | +73.8% | +76.5% | -2.8% | +13.7% |
| All | +31.3% | +60.4% | -29.1% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling