+212.4%
NXPI vs TSEM
+805.6%
-593.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | +1.9% |
| 7D | +6.8% | +7.0% | -0.2% | +3.5% |
| 30D | +20.0% | -29.8% | +49.8% | +35.6% |
| 3M | +14.8% | -41.9% | +56.8% | +38.2% |
| 6M | -10.5% | -45.8% | +35.3% | +6.8% |
| YTD | +23.7% | +25.1% | -1.4% | -4.2% |
| 1Y | +34.1% | +48.2% | -14.2% | -4.8% |
| 3Y | +51.2% | +476.5% | -425.3% | -48.6% |
| 5Y | +33.4% | +301.4% | -268.0% | -47.8% |
| All | +212.4% | +805.6% | -593.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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