+572.6%
TLN vs NVMI
+232.0%
+340.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | -1.3% | -0.1% | -1.3% | -1.3% |
| 30D | -14.3% | -8.4% | -5.9% | -11.1% |
| 3M | -9.3% | -33.6% | +24.3% | +5.6% |
| 6M | -1.1% | -14.7% | +13.6% | +3.0% |
| YTD | -16.6% | +13.2% | -29.8% | -22.8% |
| 1Y | -22.0% | +29.0% | -51.0% | -31.6% |
| 3Y | +470.2% | +215.0% | +255.2% | +326.5% |
| All | +572.6% | +232.0% | +340.6% | +411.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling