+1,921.9%
NXPI vs TAP
+32.4%
+1,889.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +3.2% |
| 7D | -4.4% | +0.5% | -4.9% | -4.8% |
| 30D | +5.6% | +9.1% | -3.6% | +1.5% |
| 3M | +7.6% | -3.8% | +11.4% | +8.3% |
| 6M | -17.6% | -3.4% | -14.1% | -17.9% |
| YTD | +15.9% | -10.6% | +26.5% | +18.0% |
| 1Y | +22.4% | -4.4% | +26.8% | +20.9% |
| 3Y | +43.2% | -24.4% | +67.6% | +51.9% |
| 5Y | +21.4% | +2.1% | +19.3% | +10.3% |
| 10Y | +186.8% | -48.7% | +235.5% | +232.6% |
| All | +1,921.9% | +32.4% | +1,889.5% | +824.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling