+16.8%
NXPI vs TKO
+303.5%
-286.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +0.7% | +0.1% | +0.5% | +0.5% |
| 30D | -4.2% | -2.6% | -1.6% | -3.7% |
| 3M | -20.4% | -7.8% | -12.6% | -19.2% |
| 6M | +12.5% | -7.0% | +19.5% | +13.6% |
| YTD | +5.2% | -8.5% | +13.8% | +6.3% |
| 1Y | +5.1% | -1.3% | +6.4% | +3.3% |
| 3Y | +17.7% | +105.0% | -87.3% | -9.0% |
| 5Y | +16.8% | +292.9% | -276.1% | -40.0% |
| All | +16.8% | +303.5% | -286.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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