+1,643.1%
TSM vs NFLX
+441.6%
+1,201.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +6.2% | -2.0% | +8.2% | +6.8% |
| 30D | -7.3% | -11.9% | +4.7% | -4.4% |
| 3M | -7.1% | -20.6% | +13.4% | -2.1% |
| 6M | +0.2% | -29.0% | +29.3% | +8.3% |
| YTD | +32.2% | -33.7% | +66.0% | +44.3% |
| 1Y | +42.8% | -46.2% | +88.9% | +65.0% |
| 3Y | +330.4% | +39.8% | +290.6% | +275.1% |
| 5Y | +263.9% | -9.0% | +272.9% | +232.2% |
| All | +1,643.1% | +441.6% | +1,201.5% | +786.5% |
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