+6,480.3%
TSM vs NXPI
+1,889.2%
+4,591.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.4% |
| 7D | +2.7% | +1.9% | +0.8% | +2.0% |
| 30D | +3.6% | -1.4% | +5.0% | +4.1% |
| 3M | -3.4% | -29.1% | +25.7% | +10.0% |
| 6M | +20.6% | +6.2% | +14.4% | +15.5% |
| YTD | +41.9% | +5.9% | +36.0% | +35.6% |
| 1Y | +84.4% | +2.9% | +81.5% | +77.5% |
| 3Y | +380.2% | +14.5% | +365.7% | +336.8% |
| 5Y | +275.3% | +17.1% | +258.3% | +233.4% |
| 10Y | +1,751.4% | +193.4% | +1,558.0% | +1,098.9% |
| All | +6,480.3% | +1,889.2% | +4,591.1% | +2,287.6% |
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