+208.7%
NXPI vs TFC
+82.1%
+126.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -0.5% | +1.7% | -2.2% | -1.3% |
| 30D | +15.0% | +9.0% | +6.0% | +10.0% |
| 3M | +12.6% | -2.1% | +14.7% | +13.7% |
| 6M | -10.6% | +3.4% | -13.9% | -12.7% |
| YTD | +22.1% | +5.3% | +16.8% | +17.5% |
| 1Y | +29.8% | +16.2% | +13.6% | +18.6% |
| 3Y | +47.8% | +94.8% | -47.0% | +3.7% |
| 5Y | +33.9% | -0.7% | +34.5% | +28.3% |
| 10Y | +208.7% | +80.9% | +127.9% | +123.2% |
| All | +208.7% | +82.1% | +126.7% | +123.2% |
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