+131.0%
NXPI vs TXG
+22.9%
+108.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +0.7% | +5.0% | -4.3% | -0.6% |
| 30D | -4.2% | +13.5% | -17.7% | -7.6% |
| 3M | -20.4% | +128.0% | -148.5% | -36.5% |
| 6M | +12.5% | +224.4% | -211.9% | -19.6% |
| YTD | +5.2% | +307.0% | -301.8% | -29.9% |
| 1Y | +5.1% | +427.2% | -422.1% | -36.1% |
| 3Y | +17.7% | +40.2% | -22.5% | -7.4% |
| 5Y | +16.8% | -64.0% | +80.8% | +18.6% |
| All | +131.0% | +22.9% | +108.1% | +79.0% |
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