+17.1%
NXPI vs TYL
-25.2%
+42.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +3.0% |
| 7D | +1.9% | -3.7% | +5.6% | +3.4% |
| 30D | -1.4% | +18.7% | -20.2% | -8.8% |
| 3M | -29.1% | +18.1% | -47.2% | -35.4% |
| 6M | +6.2% | -1.1% | +7.3% | +4.7% |
| YTD | +5.9% | -19.8% | +25.7% | +15.8% |
| 1Y | +2.9% | -34.3% | +37.2% | +26.3% |
| 3Y | +14.5% | -8.2% | +22.7% | +9.4% |
| All | +17.1% | -25.2% | +42.3% | +26.4% |
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