-52.1%
TSLL vs NXPI
+57.4%
-109.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.3% | +7.6% | +7.5% |
| 7D | -14.3% | -0.3% | -14.0% | -12.6% |
| 30D | -6.2% | +12.7% | -18.9% | -15.8% |
| 3M | +21.2% | +7.5% | +13.7% | +13.0% |
| 6M | -36.6% | -12.3% | -24.3% | -26.3% |
| YTD | -47.8% | +19.7% | -67.5% | -62.5% |
| 1Y | -45.2% | +27.6% | -72.8% | -64.2% |
| 3Y | -3.3% | +50.0% | -53.2% | -42.0% |
| All | -52.1% | +57.4% | -109.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling