-13.9%
NXPI vs TEM
+53.2%
-67.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.4% | +0.5% |
| 7D | -2.3% | -1.1% | -1.2% | -2.1% |
| 30D | -4.3% | +11.3% | -15.6% | -6.7% |
| 3M | -24.7% | +25.5% | -50.2% | -28.4% |
| 6M | +9.7% | +17.1% | -7.4% | +4.4% |
| YTD | +3.8% | +3.8% | 0.0% | +0.3% |
| 1Y | +1.6% | -24.4% | +26.0% | +2.8% |
| All | -13.9% | +53.2% | -67.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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