+15.8%
NXPI vs TMF
-42.2%
+58.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | -1.4% | +3.3% | +2.0% |
| 30D | -1.4% | -2.8% | +1.4% | -1.3% |
| 3M | -29.1% | -10.9% | -18.1% | -28.6% |
| 6M | +6.2% | -21.3% | +27.5% | +7.5% |
| YTD | +5.9% | -15.9% | +21.7% | +6.8% |
| 1Y | +2.9% | -15.7% | +18.6% | +3.6% |
| All | +15.8% | -42.2% | +58.0% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling