+50.6%
NXPI vs TSLQ
-97.3%
+147.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.3% | -8.0% | +5.7% | -3.5% |
| 30D | -4.3% | -23.8% | +19.5% | -8.3% |
| 3M | -24.7% | -7.0% | -17.6% | -23.2% |
| 6M | +9.7% | -17.1% | +26.8% | +11.9% |
| YTD | +3.8% | +0.1% | +3.7% | +10.3% |
| 1Y | +1.6% | -51.2% | +52.8% | -2.6% |
| 3Y | +16.0% | -95.9% | +112.0% | -9.4% |
| All | +50.6% | -97.3% | +147.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling