+214.4%
NXPI vs TT
+748.9%
-534.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.1% | +2.4% |
| 7D | +1.7% | +3.5% | -1.8% | -0.6% |
| 30D | +19.7% | -11.0% | +30.7% | +29.2% |
| 3M | +14.5% | -12.0% | +26.5% | +24.5% |
| 6M | -11.2% | -10.4% | -0.8% | -4.5% |
| YTD | +25.8% | +9.9% | +15.9% | +16.2% |
| 1Y | +35.2% | +1.5% | +33.7% | +31.9% |
| 3Y | +52.3% | +93.7% | -41.5% | -7.7% |
| 5Y | +34.8% | +139.2% | -104.4% | -31.6% |
| 10Y | +214.4% | +741.5% | -527.1% | -18.4% |
| All | +214.4% | +748.9% | -534.5% | -18.4% |
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