-4.4%
TKO vs NVMI
+32.8%
-37.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -2.5% | -8.4% | +5.9% | -2.4% |
| 3M | -10.6% | -33.6% | +23.0% | -10.2% |
| 6M | -5.1% | -14.7% | +9.6% | -6.1% |
| YTD | -8.2% | +13.2% | -21.4% | -10.4% |
| 1Y | -4.4% | +29.0% | -33.5% | -7.3% |
| All | -4.4% | +32.8% | -37.2% | -7.3% |
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