+195.8%
NXPI vs TT
+899.5%
-703.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +0.7% | +1.6% | -0.9% | -0.4% |
| 30D | -6.6% | -7.3% | +0.7% | -1.7% |
| 3M | -25.4% | -2.6% | -22.8% | -24.1% |
| 6M | +11.9% | +5.9% | +6.0% | +7.5% |
| YTD | +4.0% | +15.4% | -11.4% | -6.5% |
| 1Y | +1.0% | +8.2% | -7.2% | -5.4% |
| 3Y | +16.3% | +122.7% | -106.3% | -35.8% |
| 5Y | +17.7% | +145.0% | -127.3% | -40.4% |
| 10Y | +195.8% | +893.7% | -697.9% | -26.6% |
| All | +195.8% | +899.5% | -703.7% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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