+3,125.8%
TSLA vs NFLX
+441.6%
+2,684.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.4% |
| 7D | +8.9% | -2.0% | +10.9% | +9.9% |
| 30D | +6.3% | -11.9% | +18.2% | +11.9% |
| 3M | +14.8% | -20.6% | +35.3% | +26.3% |
| 6M | -12.4% | -29.0% | +16.7% | +0.5% |
| YTD | -13.2% | -33.7% | +20.5% | +0.9% |
| 1Y | -2.9% | -46.2% | +43.2% | +24.6% |
| 3Y | +74.4% | +39.8% | +34.6% | +36.9% |
| 5Y | +13.3% | -9.0% | +22.2% | -0.2% |
| All | +3,125.8% | +441.6% | +2,684.2% | +1,385.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NFLX.
Daily Out/Under-Performance
Portfolio return minus NFLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NFLX 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 NFLX 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