+1,714.9%
NXPI vs TDY
+1,377.2%
+337.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.0% |
| 7D | +0.7% | -0.9% | +1.6% | +1.3% |
| 30D | -6.6% | -12.5% | +5.9% | +3.3% |
| 3M | -25.4% | -1.2% | -24.2% | -24.8% |
| 6M | +11.9% | -6.6% | +18.5% | +17.4% |
| YTD | +4.0% | +18.5% | -14.4% | -10.2% |
| 1Y | +1.0% | +10.8% | -9.7% | -8.3% |
| 3Y | +16.3% | +47.5% | -31.2% | -16.2% |
| 5Y | +17.7% | +35.8% | -18.1% | -10.3% |
| 10Y | +195.8% | +459.0% | -263.1% | -36.2% |
| All | +1,714.9% | +1,377.2% | +337.7% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling