+215.0%
NXPI vs TSEM
+873.2%
-658.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +9.4% | +20.5% | -11.2% | +1.2% |
| 30D | +18.1% | -29.0% | +47.1% | +33.0% |
| 3M | +15.0% | -39.4% | +54.4% | +36.3% |
| 6M | -8.4% | -28.5% | +20.1% | -3.7% |
| YTD | +24.8% | +34.4% | -9.7% | -6.1% |
| 1Y | +33.3% | +48.3% | -15.1% | -4.9% |
| 3Y | +51.0% | +543.5% | -492.5% | -51.0% |
| 5Y | +34.5% | +331.4% | -296.9% | -48.8% |
| All | +215.0% | +873.2% | -658.2% | -18.2% |
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