+210.0%
NXPI vs TCOM
-10.5%
+220.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +0.7% | -6.5% | +7.2% | +2.5% |
| 30D | -4.2% | -16.2% | +12.0% | +0.5% |
| 3M | -20.4% | -19.3% | -1.1% | -16.2% |
| 6M | +12.5% | -27.2% | +39.7% | +21.8% |
| YTD | +5.2% | -46.2% | +51.4% | +23.0% |
| 1Y | +5.1% | -46.6% | +51.7% | +23.0% |
| 3Y | +17.7% | +8.4% | +9.3% | +7.0% |
| 5Y | +16.8% | +25.8% | -9.0% | -6.6% |
| All | +210.0% | -10.5% | +220.6% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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