+17.1%
NXPI vs TT
+140.2%
-123.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.4% | -7.2% | +5.7% | +3.6% |
| 3M | -29.1% | -3.0% | -26.1% | -27.5% |
| 6M | +6.2% | +1.4% | +4.9% | +5.2% |
| YTD | +5.9% | +15.9% | -10.0% | -4.9% |
| 1Y | +2.9% | +9.4% | -6.5% | -4.1% |
| 3Y | +14.5% | +124.4% | -109.9% | -37.5% |
| All | +17.1% | +140.2% | -123.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling