-49.3%
TE vs NVMI
+261.9%
-311.2%
-94.1%
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% | -0.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.4% |
| 30D | -5.9% | -8.4% | +2.5% | -0.2% |
| 3M | -45.6% | -33.6% | -12.0% | -27.8% |
| 6M | -43.4% | -14.7% | -28.7% | -36.2% |
| YTD | -31.0% | +13.2% | -44.2% | -34.1% |
| 1Y | +145.2% | +29.0% | +116.2% | +119.0% |
| 3Y | -24.1% | +215.0% | -239.0% | -62.9% |
| All | -49.3% | +261.9% | -311.2% | -75.4% |
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