+186.7%
NXPI vs TYL
+168.7%
+18.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.6% |
| 7D | -4.4% | +6.7% | -11.0% | -7.2% |
| 30D | +5.6% | +26.5% | -21.0% | -5.6% |
| 3M | +7.6% | +37.3% | -29.7% | -8.4% |
| 6M | -17.6% | +31.2% | -48.7% | -30.3% |
| YTD | +15.9% | -7.4% | +23.2% | +15.7% |
| 1Y | +22.4% | -9.6% | +31.9% | +23.6% |
| 3Y | +43.2% | +1.9% | +41.3% | +31.1% |
| 5Y | +21.4% | -21.1% | +42.5% | +25.3% |
| All | +186.7% | +168.7% | +18.1% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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