+212.1%
NXPI vs TFC
+99.0%
+113.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.6% |
| 7D | +0.7% | +2.2% | -1.6% | -0.5% |
| 30D | -6.6% | -2.5% | -4.1% | -5.4% |
| 3M | -25.4% | +4.5% | -30.0% | -27.6% |
| 6M | +11.9% | +11.0% | +1.0% | +5.2% |
| YTD | +4.0% | +5.9% | -1.9% | -0.1% |
| 1Y | +1.0% | +14.6% | -13.5% | -7.0% |
| 3Y | +16.3% | +96.7% | -80.4% | -18.8% |
| 5Y | +17.7% | +15.6% | +2.1% | +4.5% |
| All | +212.1% | +99.0% | +113.2% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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