+448.1%
NFLX vs TXT
+103.6%
+344.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.5% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | -10.0% | +17.1% | -27.1% | -13.8% |
| 3M | -17.1% | -2.6% | -14.4% | -16.8% |
| 6M | -27.7% | -4.6% | -23.1% | -27.4% |
| YTD | -32.5% | -0.3% | -32.2% | -33.4% |
| 1Y | -43.5% | +5.9% | -49.4% | -45.3% |
| 3Y | +41.4% | +14.4% | +27.1% | +31.6% |
| 5Y | -2.2% | +15.9% | -18.1% | -10.5% |
| 10Y | +448.1% | +99.6% | +348.5% | +391.3% |
| All | +448.1% | +103.6% | +344.4% | +391.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling