-19.8%
TLT vs NXPI
+198.9%
-218.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.6% |
| 7D | -0.3% | -2.3% | +2.0% | -0.3% |
| 30D | 0.0% | -4.3% | +4.3% | -0.1% |
| 3M | -2.9% | -24.7% | +21.8% | -3.5% |
| 6M | -6.3% | +9.7% | -16.0% | -5.8% |
| YTD | -3.3% | +3.8% | -7.1% | -3.0% |
| 1Y | -4.2% | +1.6% | -5.8% | -3.8% |
| 3Y | -1.7% | +16.0% | -17.7% | -0.4% |
| 5Y | -34.9% | +16.1% | -51.0% | -33.7% |
| 10Y | -19.8% | +211.4% | -231.2% | -13.0% |
| All | -19.8% | +198.9% | -218.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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