+34.5%
NXPI vs TMF
-88.7%
+123.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.7% |
| 7D | +9.4% | -8.2% | +17.5% | +9.7% |
| 30D | +18.1% | +5.3% | +12.8% | +17.9% |
| 3M | +15.0% | -8.5% | +23.5% | +15.3% |
| 6M | -8.4% | -17.2% | +8.7% | -7.9% |
| YTD | +24.8% | -23.4% | +48.2% | +25.7% |
| 1Y | +33.3% | -30.2% | +63.5% | +34.5% |
| 3Y | +51.0% | -32.9% | +83.9% | +51.6% |
| 5Y | +34.5% | -88.5% | +123.1% | +19.2% |
| All | +34.5% | -88.7% | +123.2% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling