-25.1%
TGT vs NVMI
+261.9%
-287.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -5.2% | -0.1% | -5.2% | -5.2% |
| 30D | +1.2% | -8.4% | +9.6% | +2.3% |
| 3M | +18.4% | -33.6% | +51.9% | +24.7% |
| 6M | +33.4% | -14.7% | +48.1% | +33.3% |
| YTD | +63.8% | +13.2% | +50.6% | +53.8% |
| 1Y | +77.2% | +29.0% | +48.1% | +61.0% |
| 3Y | +41.8% | +215.0% | -173.2% | -3.3% |
| All | -25.1% | +261.9% | -287.0% | -53.1% |
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 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