+190.3%
TAP vs NVMI
+1,665.9%
-1,475.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +3.3% |
| 7D | +1.3% | +1.5% | -0.2% | +1.2% |
| 30D | +5.7% | -4.1% | +9.8% | +5.7% |
| 3M | -1.9% | -22.8% | +20.8% | -1.4% |
| 6M | +0.9% | -36.9% | +37.8% | +1.8% |
| YTD | -9.5% | -3.2% | -6.3% | -10.1% |
| 1Y | -9.0% | +7.1% | -16.0% | -9.9% |
| 3Y | -22.2% | +181.5% | -203.7% | -26.1% |
| 5Y | +1.2% | +141.2% | -140.0% | -3.9% |
| 10Y | -46.1% | +2,463.4% | -2,509.5% | -52.2% |
| All | +190.3% | +1,665.9% | -1,475.6% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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