+16.8%
NXPI vs TTMI
+798.2%
-781.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +0.7% | +6.0% | -5.4% | -1.5% |
| 30D | -4.2% | -6.4% | +2.2% | -2.9% |
| 3M | -20.4% | -28.9% | +8.5% | -12.4% |
| 6M | +12.5% | +26.9% | -14.4% | -0.4% |
| YTD | +5.2% | +77.3% | -72.1% | -20.6% |
| 1Y | +5.1% | +147.5% | -142.4% | -33.5% |
| 3Y | +17.7% | +847.6% | -830.0% | -61.8% |
| 5Y | +16.8% | +802.2% | -785.4% | -62.4% |
| All | +16.8% | +798.2% | -781.4% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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