+2,611.7%
TD vs NVMI
+1,976.9%
+634.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.1% |
| 7D | -1.9% | +6.9% | -8.9% | -2.4% |
| 30D | -1.6% | -2.8% | +1.2% | -1.4% |
| 3M | +4.6% | -27.3% | +32.0% | +6.6% |
| 6M | +26.8% | -13.7% | +40.5% | +27.4% |
| YTD | +28.3% | +13.8% | +14.5% | +26.2% |
| 1Y | +60.4% | +34.9% | +25.6% | +55.7% |
| 3Y | +125.7% | +213.5% | -87.8% | +103.1% |
| 5Y | +122.4% | +272.5% | -150.1% | +96.1% |
| 10Y | +297.1% | +3,142.4% | -2,845.3% | +206.7% |
| All | +2,611.7% | +1,976.9% | +634.7% | +1,663.0% |
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