+7.9%
NXPI vs TMO
+27.4%
-19.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.4% |
| 7D | +3.9% | -0.6% | +4.5% | +3.9% |
| 30D | +1.4% | +1.1% | +0.2% | +1.4% |
| 3M | -21.5% | +28.3% | -49.9% | -22.6% |
| 6M | +19.4% | +23.3% | -3.9% | +17.3% |
| YTD | +9.9% | +5.5% | +4.5% | +13.6% |
| 1Y | +7.9% | +24.5% | -16.7% | +9.7% |
| All | +7.9% | +27.4% | -19.5% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling