+16.0%
TFC vs NVMI
+263.1%
-247.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -2.5% | +3.8% | -6.3% | -3.2% |
| 30D | -2.8% | -7.6% | +4.7% | -1.6% |
| 3M | +2.1% | -28.0% | +30.1% | +7.0% |
| 6M | +10.1% | -15.3% | +25.4% | +10.5% |
| YTD | +5.4% | +11.5% | -6.0% | -0.8% |
| 1Y | +16.3% | +31.6% | -15.3% | +4.5% |
| 3Y | +95.9% | +207.0% | -111.1% | +32.2% |
| 5Y | +16.0% | +262.8% | -246.8% | -25.8% |
| All | +16.0% | +263.1% | -247.1% | -25.8% |
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