+126.9%
TD vs NVMI
+261.9%
-135.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -1.9% | -8.4% | +6.5% | -1.0% |
| 3M | +4.8% | -33.6% | +38.3% | +9.1% |
| 6M | +28.0% | -14.7% | +42.7% | +28.9% |
| YTD | +30.3% | +13.2% | +17.1% | +26.6% |
| 1Y | +59.8% | +29.0% | +30.8% | +52.4% |
| 3Y | +124.7% | +215.0% | -90.3% | +78.4% |
| All | +126.9% | +261.9% | -135.0% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling