-50.0%
TE vs NVMI
+896.4%
-946.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.5% |
| 7D | +15.0% | +6.9% | +8.1% | +10.9% |
| 30D | -7.5% | -2.8% | -4.7% | -6.2% |
| 3M | -42.0% | -27.3% | -14.6% | -30.0% |
| 6M | -31.4% | -13.7% | -17.8% | -24.3% |
| YTD | -26.5% | +13.8% | -40.3% | -28.3% |
| 1Y | +153.1% | +34.9% | +118.2% | +130.7% |
| 3Y | -20.7% | +213.5% | -234.2% | -50.3% |
| 5Y | -45.4% | +272.5% | -317.9% | -67.0% |
| All | -50.0% | +896.4% | -946.4% | -70.9% |
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