+171.6%
NXPI vs TXG
+7.8%
+163.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +6.8% | -1.8% | +8.6% | +7.1% |
| 30D | +20.0% | -20.4% | +40.4% | +25.8% |
| 3M | +14.8% | +0.1% | +14.8% | +11.7% |
| 6M | -10.5% | +176.2% | -186.6% | -33.9% |
| YTD | +23.7% | +256.8% | -233.0% | -16.7% |
| 1Y | +34.1% | +255.9% | -221.8% | -10.3% |
| 3Y | +51.2% | +60.2% | -9.0% | +12.7% |
| 5Y | +33.4% | -65.1% | +98.5% | +34.0% |
| All | +171.6% | +7.8% | +163.9% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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