-23.4%
TSLL vs NXPI
+3.2%
-26.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -12.5% |
| 7D | +1.9% | +1.9% | 0.0% | +0.7% |
| 30D | +17.8% | -1.4% | +19.2% | +18.6% |
| 3M | -37.0% | -29.1% | -8.0% | -24.7% |
| 6M | -37.7% | +6.2% | -43.9% | -36.9% |
| YTD | -51.4% | +5.9% | -57.2% | -51.6% |
| 1Y | -23.4% | +2.9% | -26.2% | -14.0% |
| All | -23.4% | +3.2% | -26.5% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling