+65,302.9%
NFLX vs TXT
+315.4%
+64,987.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.2% |
| 7D | -4.2% | -4.8% | +0.5% | -2.9% |
| 30D | +5.5% | -10.6% | +16.1% | +8.7% |
| 3M | -4.1% | -13.2% | +9.1% | -0.6% |
| 6M | -20.7% | -20.3% | -0.3% | -16.2% |
| YTD | -16.5% | -9.3% | -7.3% | -15.2% |
| 1Y | -37.8% | -2.7% | -35.1% | -38.2% |
| 3Y | +77.9% | +1.4% | +76.5% | +71.7% |
| 5Y | +32.5% | +9.6% | +23.0% | +24.7% |
| 10Y | +703.6% | +94.9% | +608.7% | +498.4% |
| All | +65,302.9% | +315.4% | +64,987.5% | +21,521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling