-37.8%
NFLX vs TXT
-1.0%
-36.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.4% |
| 7D | -4.2% | -4.8% | +0.5% | -4.5% |
| 30D | +5.5% | -10.6% | +16.1% | +4.8% |
| 3M | -4.1% | -13.2% | +9.1% | -5.0% |
| 6M | -20.7% | -20.3% | -0.3% | -22.0% |
| YTD | -16.5% | -9.3% | -7.3% | -17.0% |
| 1Y | -37.8% | -2.7% | -35.1% | -37.4% |
| All | -37.8% | -1.0% | -36.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling