+1,747.1%
NXPI vs TRV
+958.4%
+788.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.0% |
| 7D | +1.9% | -0.1% | +2.1% | +1.9% |
| 30D | -1.4% | -3.4% | +2.0% | +0.5% |
| 3M | -29.1% | +26.4% | -55.5% | -39.3% |
| 6M | +6.2% | +19.3% | -13.1% | -6.3% |
| YTD | +5.9% | +28.3% | -22.5% | -11.1% |
| 1Y | +2.9% | +34.3% | -31.4% | -16.4% |
| 3Y | +14.5% | +140.1% | -125.6% | -39.6% |
| 5Y | +17.1% | +155.7% | -138.7% | -43.2% |
| 10Y | +193.4% | +285.5% | -92.2% | -6.5% |
| All | +1,747.1% | +958.4% | +788.7% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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