+16.0%
TFC vs NVMI
+32.8%
-16.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -3.4% | -8.4% | +5.0% | -2.8% |
| 3M | +0.4% | -33.6% | +34.0% | +2.8% |
| 6M | +12.7% | -14.7% | +27.4% | +11.6% |
| YTD | +5.6% | +13.2% | -7.6% | +2.5% |
| 1Y | +16.0% | +29.0% | -13.0% | +13.3% |
| All | +16.0% | +32.8% | -16.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling