+51.2%
NXPI vs TNA
+138.6%
-87.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +6.8% | +3.7% | +3.0% | +5.0% |
| 30D | +20.0% | +4.4% | +15.7% | +17.6% |
| 3M | +14.8% | -26.7% | +41.5% | +29.3% |
| 6M | -10.5% | -12.8% | +2.4% | -6.0% |
| YTD | +23.7% | +22.7% | +1.1% | +11.6% |
| 1Y | +34.1% | +35.7% | -1.6% | +15.5% |
| 3Y | +51.2% | +134.6% | -83.3% | +1.0% |
| All | +51.2% | +138.6% | -87.3% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling