+100.4%
TKO vs NVMI
+207.9%
-107.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -2.5% | -8.4% | +5.9% | -1.7% |
| 3M | -10.6% | -33.6% | +23.0% | -7.5% |
| 6M | -5.1% | -14.7% | +9.6% | -5.3% |
| YTD | -8.2% | +13.2% | -21.4% | -12.3% |
| 1Y | -4.4% | +29.0% | -33.5% | -10.9% |
| 3Y | +100.4% | +215.0% | -114.6% | +67.8% |
| All | +100.4% | +207.9% | -107.5% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling