+95.6%
TFC vs NVMI
+3,158.6%
-3,063.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -3.4% | -8.4% | +5.0% | -1.6% |
| 3M | +0.4% | -33.6% | +34.0% | +8.6% |
| 6M | +12.7% | -14.7% | +27.4% | +13.3% |
| YTD | +5.6% | +13.2% | -7.6% | -1.9% |
| 1Y | +16.0% | +29.0% | -13.0% | +3.2% |
| 3Y | +94.0% | +215.0% | -121.0% | +25.5% |
| 5Y | +16.2% | +268.6% | -252.4% | -31.2% |
| All | +95.6% | +3,158.6% | -3,063.1% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling