+198.6%
NXPI vs TMF
-87.2%
+285.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +1.9% | -1.4% | +3.3% | +1.8% |
| 30D | -1.4% | -2.8% | +1.4% | -1.6% |
| 3M | -29.1% | -10.9% | -18.1% | -29.5% |
| 6M | +6.2% | -21.3% | +27.5% | +4.8% |
| YTD | +5.9% | -15.9% | +21.7% | +4.9% |
| 1Y | +2.9% | -15.7% | +18.6% | +2.1% |
| 3Y | +14.5% | -43.4% | +57.9% | +11.3% |
| 5Y | +17.1% | -87.8% | +104.8% | -4.3% |
| All | +198.6% | -87.2% | +285.8% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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