+186.7%
NXPI vs TPR
+383.4%
-196.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -4.4% | +14.2% | -18.6% | -9.5% |
| 30D | +5.6% | +17.1% | -11.5% | -1.1% |
| 3M | +7.6% | -17.7% | +25.3% | +14.3% |
| 6M | -17.6% | -10.2% | -7.4% | -16.0% |
| YTD | +15.9% | +4.9% | +11.0% | +10.3% |
| 1Y | +22.4% | +36.1% | -13.7% | +4.6% |
| 3Y | +43.2% | +416.5% | -373.2% | -29.3% |
| 5Y | +21.4% | +254.8% | -233.4% | -32.8% |
| All | +186.7% | +383.4% | -196.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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