+53.7%
NXPI vs TSLQ
-97.0%
+150.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.7% | +3.4% |
| 7D | +1.9% | -5.8% | +7.7% | +1.1% |
| 30D | -1.4% | -22.1% | +20.7% | -5.1% |
| 3M | -29.1% | +10.1% | -39.1% | -25.2% |
| 6M | +6.2% | -6.8% | +13.0% | +10.6% |
| YTD | +5.9% | +8.5% | -2.7% | +14.1% |
| 1Y | +2.9% | -49.7% | +52.6% | -0.9% |
| 3Y | +14.5% | -95.6% | +110.1% | -9.7% |
| All | +53.7% | -97.0% | +150.7% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling