+1,747.1%
NXPI vs TSEM
+943.8%
+803.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.8% | -6.6% | -1.6% |
| 7D | +1.9% | +6.9% | -5.0% | -0.6% |
| 30D | -1.4% | +5.3% | -6.7% | -4.1% |
| 3M | -29.1% | -14.9% | -14.1% | -27.0% |
| 6M | +6.2% | +80.0% | -73.8% | -20.4% |
| YTD | +5.9% | +89.4% | -83.5% | -23.5% |
| 1Y | +2.9% | +253.1% | -250.2% | -42.5% |
| 3Y | +14.5% | +642.1% | -627.6% | -53.7% |
| 5Y | +17.1% | +659.1% | -642.0% | -54.2% |
| 10Y | +193.4% | +1,291.4% | -1,098.0% | -10.1% |
| All | +1,747.1% | +943.8% | +803.2% | +483.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling