+22.0%
NXPI vs TYL
-21.3%
+43.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.5% |
| 7D | -4.4% | +6.7% | -11.0% | -6.9% |
| 30D | +5.6% | +26.5% | -21.0% | -4.4% |
| 3M | +7.6% | +37.3% | -29.7% | -6.8% |
| 6M | -17.6% | +31.2% | -48.7% | -29.0% |
| YTD | +15.9% | -7.4% | +23.2% | +18.7% |
| 1Y | +22.4% | -9.6% | +31.9% | +26.8% |
| 3Y | +43.2% | +1.9% | +41.3% | +31.9% |
| All | +22.0% | -21.3% | +43.3% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling