+195.8%
NXPI vs TAP
-52.1%
+247.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.5% |
| 7D | +0.7% | -2.3% | +3.0% | +1.4% |
| 30D | -6.6% | -9.4% | +2.8% | -4.0% |
| 3M | -25.4% | -0.8% | -24.6% | -25.8% |
| 6M | +11.9% | -14.7% | +26.7% | +16.4% |
| YTD | +4.0% | -13.9% | +18.0% | +7.4% |
| 1Y | +1.0% | -18.6% | +19.7% | +5.9% |
| 3Y | +16.3% | -32.0% | +48.3% | +27.4% |
| 5Y | +17.7% | -1.0% | +18.7% | +11.0% |
| 10Y | +195.8% | -51.4% | +247.2% | +191.2% |
| All | +195.8% | -52.1% | +247.9% | +191.2% |
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