+1,672.6%
TSM vs NFLX
+446.3%
+1,226.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.2% |
| 7D | +14.8% | -4.4% | +19.2% | +16.1% |
| 30D | -8.9% | -11.0% | +2.1% | -6.3% |
| 3M | -5.3% | -15.5% | +10.3% | -1.8% |
| 6M | +2.6% | -28.5% | +31.1% | +10.6% |
| YTD | +34.5% | -33.1% | +67.6% | +46.4% |
| 1Y | +41.0% | -45.8% | +86.8% | +62.7% |
| 3Y | +333.1% | +40.2% | +292.9% | +277.2% |
| 5Y | +270.1% | -8.2% | +278.3% | +237.0% |
| All | +1,672.6% | +446.3% | +1,226.3% | +799.4% |
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