+1,921.9%
NXPI vs TMF
-63.3%
+1,985.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -4.4% | +1.2% | -5.6% | -4.2% |
| 30D | +5.6% | +19.7% | -14.2% | +8.7% |
| 3M | +7.6% | -2.1% | +9.7% | +7.3% |
| 6M | -17.6% | -13.4% | -4.1% | -19.5% |
| YTD | +15.9% | -16.7% | +32.6% | +12.7% |
| 1Y | +22.4% | -23.3% | +45.7% | +17.4% |
| 3Y | +43.2% | -24.8% | +68.1% | +40.4% |
| 5Y | +21.4% | -88.0% | +109.4% | -18.3% |
| 10Y | +186.8% | -84.7% | +271.5% | +133.3% |
| All | +1,921.9% | -63.3% | +1,985.2% | +2,841.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling