+1,710.4%
NXPI vs TKO
+1,789.1%
-78.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.3% |
| 7D | -2.3% | +0.7% | -2.9% | -2.5% |
| 30D | -4.3% | +0.9% | -5.2% | -4.8% |
| 3M | -24.7% | -6.2% | -18.5% | -23.8% |
| 6M | +9.7% | -5.6% | +15.4% | +10.3% |
| YTD | +3.8% | -7.8% | +11.6% | +4.6% |
| 1Y | +1.6% | -1.2% | +2.8% | +0.1% |
| 3Y | +16.0% | +106.5% | -90.5% | -8.8% |
| 5Y | +16.1% | +310.4% | -294.3% | -26.3% |
| 10Y | +211.4% | +987.5% | -776.2% | +40.8% |
| All | +1,710.4% | +1,789.1% | -78.6% | +348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling