+210.3%
NXPI vs TW
+301.3%
-91.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | +6.8% | +3.9% | +2.8% | +5.3% |
| 30D | +20.0% | +19.9% | +0.1% | +12.4% |
| 3M | +14.8% | +25.9% | -11.1% | +5.2% |
| 6M | -10.5% | +21.1% | -31.6% | -18.0% |
| YTD | +23.7% | +23.9% | -0.2% | +11.5% |
| 1Y | +34.1% | +21.2% | +12.8% | +21.8% |
| 3Y | +51.2% | +44.8% | +6.5% | +21.5% |
| 5Y | +33.4% | +41.4% | -8.0% | +5.1% |
| All | +210.3% | +301.3% | -91.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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