+1,747.1%
NXPI vs TT
+2,366.1%
-619.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.8% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -1.4% | -7.4% | +5.9% | +4.1% |
| 3M | -29.1% | -3.2% | -25.8% | -27.4% |
| 6M | +6.2% | +1.1% | +5.1% | +5.1% |
| YTD | +5.9% | +15.6% | -9.8% | -5.8% |
| 1Y | +2.9% | +9.2% | -6.3% | -4.9% |
| 3Y | +14.5% | +124.4% | -109.9% | -39.6% |
| 5Y | +17.1% | +138.0% | -121.0% | -41.7% |
| 10Y | +193.4% | +886.4% | -693.0% | -51.6% |
| All | +1,747.1% | +2,366.1% | -619.0% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling