+223.9%
NXPI vs TNA
+86.1%
+137.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.1% |
| 7D | +3.9% | -7.3% | +11.1% | +6.8% |
| 30D | +1.4% | -14.2% | +15.5% | +7.3% |
| 3M | -21.5% | -4.6% | -17.0% | -20.2% |
| 6M | +19.4% | +36.9% | -17.5% | +4.6% |
| YTD | +9.9% | +42.5% | -32.6% | -5.9% |
| 1Y | +7.9% | +45.8% | -37.9% | -9.4% |
| 3Y | +22.7% | +104.7% | -82.0% | -18.5% |
| 5Y | +22.1% | -21.7% | +43.8% | +4.1% |
| All | +223.9% | +86.1% | +137.8% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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