+3,764.3%
TDY vs NVMI
+1,965.6%
+1,798.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -12.0% | -8.4% | -3.6% | -11.2% |
| 3M | -3.2% | -33.6% | +30.4% | +0.8% |
| 6M | -7.9% | -14.7% | +6.8% | -7.0% |
| YTD | +18.2% | +13.2% | +5.0% | +15.5% |
| 1Y | +6.7% | +29.0% | -22.4% | +2.4% |
| 3Y | +47.5% | +215.0% | -167.4% | +25.4% |
| 5Y | +39.5% | +268.6% | -229.1% | +15.4% |
| 10Y | +477.2% | +3,124.7% | -2,647.5% | +286.4% |
| All | +3,764.3% | +1,965.6% | +1,798.6% | +1,948.7% |
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