+147.6%
NXPI vs TRU
+228.6%
-81.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -0.4% |
| 7D | +0.7% | -7.2% | +7.9% | +4.2% |
| 30D | -6.6% | -2.8% | -3.8% | -5.7% |
| 3M | -25.4% | +13.0% | -38.4% | -31.7% |
| 6M | +11.9% | +0.7% | +11.2% | +7.9% |
| YTD | +4.0% | -9.0% | +13.0% | +4.0% |
| 1Y | +1.0% | -16.3% | +17.4% | +4.7% |
| 3Y | +16.3% | -1.1% | +17.4% | +4.4% |
| 5Y | +17.7% | -36.0% | +53.7% | +33.1% |
| 10Y | +195.8% | +139.9% | +55.9% | +81.2% |
| All | +147.6% | +228.6% | -81.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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