+200.5%
NXPI vs TAP
-49.5%
+250.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.6% |
| 7D | -0.3% | -7.8% | +7.5% | +2.0% |
| 30D | +12.7% | +7.1% | +5.6% | +10.0% |
| 3M | +7.5% | -7.0% | +14.5% | +9.1% |
| 6M | -12.3% | -3.8% | -8.5% | -12.4% |
| YTD | +19.7% | -11.7% | +31.4% | +22.0% |
| 1Y | +27.6% | -10.1% | +37.7% | +29.1% |
| 3Y | +50.0% | -23.7% | +73.7% | +57.1% |
| 5Y | +27.2% | +2.9% | +24.3% | +17.9% |
| 10Y | +200.5% | -49.5% | +250.0% | +181.7% |
| All | +200.5% | -49.5% | +250.0% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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