+20.6%
NXPI vs TDY
+39.0%
-18.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +3.6% |
| 7D | +3.9% | -1.1% | +5.0% | +4.8% |
| 30D | +1.4% | -12.0% | +13.4% | +11.5% |
| 3M | -21.5% | -3.2% | -18.3% | -19.8% |
| 6M | +19.4% | -7.9% | +27.3% | +26.4% |
| YTD | +9.9% | +18.2% | -8.3% | -5.2% |
| 1Y | +7.9% | +6.7% | +1.2% | +0.8% |
| 3Y | +22.7% | +47.5% | -24.9% | -12.1% |
| All | +20.6% | +39.0% | -18.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling