+695.5%
NFLX vs TXT
+99.4%
+596.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | +3.5% | -11.1% | +14.6% | +6.6% |
| 3M | -7.1% | -13.0% | +5.9% | -4.1% |
| 6M | -22.5% | -16.2% | -6.3% | -19.4% |
| YTD | -18.1% | -8.7% | -9.4% | -17.1% |
| 1Y | -38.3% | -3.8% | -34.5% | -38.6% |
| 3Y | +73.4% | +5.5% | +67.9% | +64.9% |
| 5Y | +26.7% | +12.3% | +14.4% | +17.6% |
| All | +695.5% | +99.4% | +596.1% | +597.9% |
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