-2.7%
NFLX vs TYL
-21.3%
+18.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.1% |
| 7D | +2.1% | +6.7% | -4.5% | -1.2% |
| 30D | -9.0% | +26.5% | -35.6% | -19.7% |
| 3M | -14.0% | +37.3% | -51.2% | -27.4% |
| 6M | -28.2% | +31.2% | -59.3% | -38.8% |
| YTD | -32.4% | -7.4% | -25.0% | -31.0% |
| 1Y | -42.2% | -9.6% | -32.6% | -40.4% |
| 3Y | +45.9% | +1.9% | +44.0% | +28.9% |
| All | -2.7% | -21.3% | +18.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 5y: compounded portfolio wealth divided by compounded TYL 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…
5y analysis · Full analysis span regression · 6 months rolling