+35.9%
NXPI vs TTMI
+431.6%
-395.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.1% |
| 7D | +9.4% | +22.6% | -13.2% | +2.1% |
| 30D | +18.1% | -34.3% | +52.4% | +30.7% |
| 3M | +15.0% | -44.8% | +59.8% | +33.4% |
| 6M | -8.4% | -53.3% | +44.9% | +10.9% |
| YTD | +24.8% | +10.6% | +14.2% | +5.4% |
| 1Y | +33.3% | +8.2% | +25.1% | +11.4% |
| 3Y | +51.0% | +435.7% | -384.7% | -42.9% |
| All | +35.9% | +431.6% | -395.7% | -53.4% |
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