+47.0%
NFLX vs TXT
+11.8%
+35.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.6% |
| 7D | +2.6% | -3.5% | +6.1% | +3.0% |
| 30D | -9.0% | +15.2% | -24.2% | -10.7% |
| 3M | -13.7% | -4.5% | -9.3% | -13.2% |
| 6M | -26.9% | -6.1% | -20.8% | -26.5% |
| YTD | -31.8% | -2.0% | -29.8% | -32.3% |
| 1Y | -42.1% | +4.2% | -46.3% | -43.3% |
| 3Y | +47.0% | +14.4% | +32.6% | +24.2% |
| All | +47.0% | +11.8% | +35.1% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling