+411.0%
TSM vs NFLX
+73.1%
+337.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.8% |
| 7D | +6.0% | -5.0% | +11.0% | +7.2% |
| 30D | +4.5% | +3.5% | +1.0% | +3.2% |
| 3M | +3.1% | -7.1% | +10.2% | +4.6% |
| 6M | +30.2% | -22.5% | +52.7% | +38.8% |
| YTD | +45.2% | -18.1% | +63.3% | +51.4% |
| 1Y | +79.6% | -38.3% | +117.9% | +107.5% |
| 3Y | +411.0% | +73.4% | +337.6% | +295.9% |
| All | +411.0% | +73.1% | +337.9% | +295.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling