-39.3%
NFLX vs TXT
+9.2%
-48.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +5.9% | +4.6% |
| 7D | +7.1% | +10.6% | -3.5% | +7.5% |
| 30D | -1.6% | +14.4% | -16.0% | -1.1% |
| 3M | -9.8% | -2.7% | -7.0% | -10.0% |
| 6M | -27.1% | -4.7% | -22.4% | -27.5% |
| YTD | -29.2% | -0.5% | -28.7% | -29.1% |
| 1Y | -39.3% | +8.7% | -48.0% | -38.2% |
| All | -39.3% | +9.2% | -48.4% | -38.2% |
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