+186.7%
NXPI vs TMF
-84.4%
+271.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -4.4% | +1.2% | -5.6% | -4.3% |
| 30D | +5.6% | +19.7% | -14.2% | +6.6% |
| 3M | +7.6% | -2.1% | +9.7% | +7.5% |
| 6M | -17.6% | -13.4% | -4.1% | -18.2% |
| YTD | +15.9% | -16.7% | +32.6% | +14.8% |
| 1Y | +22.4% | -23.3% | +45.7% | +20.6% |
| 3Y | +43.2% | -24.8% | +68.1% | +42.6% |
| 5Y | +21.4% | -88.0% | +109.4% | -2.0% |
| All | +186.7% | -84.4% | +271.1% | +162.6% |
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