+1,757.1%
TSM vs NFLX
+692.5%
+1,064.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.6% | -8.1% | +10.7% | +4.8% |
| 30D | +1.4% | +1.6% | -0.2% | +0.7% |
| 3M | +5.0% | -7.3% | +12.3% | +6.3% |
| 6M | +24.0% | -21.6% | +45.5% | +30.8% |
| YTD | +41.6% | -18.9% | +60.5% | +47.2% |
| 1Y | +66.2% | -39.1% | +105.2% | +86.3% |
| 3Y | +398.2% | +71.7% | +326.6% | +313.9% |
| 5Y | +277.6% | +27.0% | +250.7% | +216.0% |
| All | +1,757.1% | +692.5% | +1,064.6% | +919.9% |
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