+383.6%
TFC vs NVMI
+1,995.1%
-1,611.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -2.3% |
| 7D | +2.2% | +11.7% | -9.4% | +1.1% |
| 30D | -2.5% | -4.0% | +1.6% | -2.2% |
| 3M | +4.5% | -25.8% | +30.3% | +7.0% |
| 6M | +11.0% | -8.3% | +19.3% | +10.7% |
| YTD | +5.9% | +14.8% | -8.9% | +3.0% |
| 1Y | +14.6% | +37.9% | -23.3% | +9.0% |
| 3Y | +96.7% | +216.3% | -119.5% | +69.1% |
| 5Y | +15.6% | +277.2% | -261.6% | -3.2% |
| 10Y | +98.6% | +3,074.3% | -2,975.7% | +38.4% |
| All | +383.6% | +1,995.1% | -1,611.5% | +156.7% |
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