+643.7%
TGT vs NVMI
+1,933.5%
-1,289.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | -5.0% | +3.8% | -8.8% | -5.4% |
| 30D | +3.0% | -7.6% | +10.6% | +3.6% |
| 3M | +22.6% | -28.0% | +50.6% | +25.3% |
| 6M | +31.2% | -15.3% | +46.5% | +31.7% |
| YTD | +63.7% | +11.5% | +52.2% | +59.9% |
| 1Y | +78.5% | +31.6% | +46.9% | +71.5% |
| 3Y | +40.5% | +207.0% | -166.4% | +23.3% |
| 5Y | -25.6% | +262.8% | -288.4% | -36.1% |
| 10Y | +204.7% | +3,074.6% | -2,869.9% | +120.0% |
| All | +643.7% | +1,933.5% | -1,289.8% | +323.9% |
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