+29.3%
TLT vs NXPI
+2,263.6%
-2,234.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.2% |
| 7D | -1.0% | +1.7% | -2.7% | -0.9% |
| 30D | +3.7% | +19.7% | -16.0% | +4.8% |
| 3M | -0.8% | +14.5% | -15.3% | +0.1% |
| 6M | -3.6% | -11.2% | +7.7% | -4.0% |
| YTD | -3.9% | +25.8% | -29.7% | -2.0% |
| 1Y | -6.2% | +35.2% | -41.4% | -3.8% |
| 3Y | +4.2% | +52.3% | -48.1% | +8.9% |
| 5Y | -34.7% | +34.8% | -69.5% | -31.7% |
| 10Y | -11.8% | +214.4% | -226.2% | +3.1% |
| All | +29.3% | +2,263.6% | -2,234.3% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling