+208.7%
NXPI vs TXT
+103.6%
+105.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.0% |
| 7D | -0.5% | -1.1% | +0.6% | +0.2% |
| 30D | +15.0% | +17.1% | -2.1% | +4.5% |
| 3M | +12.6% | -2.6% | +15.2% | +13.9% |
| 6M | -10.6% | -4.6% | -6.0% | -8.7% |
| YTD | +22.1% | -0.3% | +22.4% | +20.5% |
| 1Y | +29.8% | +5.9% | +23.9% | +23.6% |
| 3Y | +47.8% | +14.4% | +33.4% | +32.8% |
| 5Y | +33.9% | +15.9% | +18.0% | +19.3% |
| 10Y | +208.7% | +99.6% | +109.1% | +114.1% |
| All | +208.7% | +103.6% | +105.1% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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