+1,747.1%
NXPI vs TFC
+268.1%
+1,479.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +1.9% | +2.4% | -0.5% | +0.4% |
| 30D | -1.4% | -1.3% | -0.1% | -0.7% |
| 3M | -29.1% | +6.1% | -35.1% | -32.1% |
| 6M | +6.2% | +7.3% | -1.1% | +0.8% |
| YTD | +5.9% | +8.2% | -2.3% | -0.4% |
| 1Y | +2.9% | +14.4% | -11.5% | -6.7% |
| 3Y | +14.5% | +93.7% | -79.2% | -25.4% |
| 5Y | +17.1% | +16.4% | +0.7% | -0.2% |
| 10Y | +193.4% | +101.6% | +91.8% | +43.7% |
| All | +1,747.1% | +268.1% | +1,479.0% | +424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling