+30.8%
TLT vs NXPI
+1,889.2%
-1,858.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.4% | +1.9% | -2.3% | -0.3% |
| 30D | -0.6% | -1.4% | +0.9% | -0.6% |
| 3M | -2.7% | -29.1% | +26.3% | -4.5% |
| 6M | -5.6% | +6.2% | -11.8% | -4.8% |
| YTD | -2.8% | +5.9% | -8.6% | -1.9% |
| 1Y | -1.4% | +2.9% | -4.3% | -0.6% |
| 3Y | -1.6% | +14.5% | -16.1% | +0.9% |
| 5Y | -33.8% | +17.1% | -50.9% | -31.3% |
| 10Y | -21.1% | +193.4% | -214.5% | -7.7% |
| All | +30.8% | +1,889.2% | -1,858.4% | +99.1% |
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