-56.8%
TSLL vs NXPI
+52.4%
-109.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.1% | +7.0% |
| 7D | -21.2% | -4.4% | -16.9% | -16.3% |
| 30D | -13.3% | +5.6% | -18.9% | -17.0% |
| 3M | +15.4% | +7.6% | +7.8% | +7.3% |
| 6M | -34.2% | -17.6% | -16.7% | -18.9% |
| YTD | -52.9% | +15.9% | -68.8% | -65.1% |
| 1Y | -54.3% | +22.4% | -76.7% | -68.8% |
| 3Y | -18.4% | +43.2% | -61.6% | -48.7% |
| All | -56.8% | +52.4% | -109.2% | -75.3% |
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