-55.4%
TSLL vs NXPI
+39.2%
-94.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -13.2% |
| 7D | +1.9% | +1.9% | 0.0% | -0.4% |
| 30D | +17.8% | -1.4% | +19.2% | +19.3% |
| 3M | -37.0% | -29.1% | -8.0% | -9.5% |
| 6M | -37.7% | +6.2% | -43.9% | -47.6% |
| YTD | -51.4% | +5.9% | -57.2% | -60.7% |
| 1Y | -23.4% | +2.9% | -26.2% | -36.1% |
| 3Y | -30.8% | +14.5% | -45.3% | -44.8% |
| All | -55.4% | +39.2% | -94.7% | -72.1% |
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