+1,747.1%
NXPI vs TAP
+33.0%
+1,714.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +1.9% | -2.3% | +4.2% | +2.8% |
| 30D | -1.4% | -2.1% | +0.7% | -0.8% |
| 3M | -29.1% | +6.6% | -35.7% | -31.5% |
| 6M | +6.2% | -11.5% | +17.7% | +9.8% |
| YTD | +5.9% | -10.3% | +16.1% | +8.3% |
| 1Y | +2.9% | -14.4% | +17.3% | +6.8% |
| 3Y | +14.5% | -28.3% | +42.8% | +24.9% |
| 5Y | +17.1% | +1.7% | +15.3% | +7.2% |
| 10Y | +193.4% | -49.2% | +242.6% | +243.8% |
| All | +1,747.1% | +33.0% | +1,714.1% | +748.5% |
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