-1.9%
NFLX vs TYL
-20.9%
+19.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -2.8% | +0.5% | -3.3% | -3.1% |
| 30D | -8.6% | +25.2% | -33.8% | -18.8% |
| 3M | -13.7% | +31.8% | -45.5% | -25.6% |
| 6M | -24.5% | +36.3% | -60.7% | -37.0% |
| YTD | -31.2% | -6.3% | -24.9% | -30.2% |
| 1Y | -43.2% | -9.5% | -33.7% | -41.4% |
| 3Y | +44.3% | +1.6% | +42.7% | +28.2% |
| 5Y | -1.9% | -21.8% | +19.9% | -2.9% |
| All | -1.9% | -20.9% | +19.0% | -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