+211.4%
NXPI vs TSEM
+1,283.8%
-1,072.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.4% |
| 7D | -2.3% | +4.7% | -7.0% | -4.2% |
| 30D | -4.3% | -14.2% | +9.9% | +1.2% |
| 3M | -24.7% | -5.0% | -19.6% | -25.9% |
| 6M | +9.7% | +87.6% | -77.8% | -23.9% |
| YTD | +3.8% | +84.4% | -80.7% | -29.3% |
| 1Y | +1.6% | +235.4% | -233.8% | -49.1% |
| 3Y | +16.0% | +668.0% | -651.9% | -63.5% |
| 5Y | +16.1% | +644.7% | -628.6% | -64.7% |
| 10Y | +211.4% | +1,326.7% | -1,115.3% | -31.2% |
| All | +211.4% | +1,283.8% | -1,072.5% | -31.2% |
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