+482.8%
TLN vs NVMI
+209.6%
+273.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +5.8% | +6.9% | -1.1% | +2.9% |
| 30D | -6.9% | -2.8% | -4.0% | -5.5% |
| 3M | -10.9% | -27.3% | +16.4% | +0.3% |
| 6M | -4.6% | -13.7% | +9.1% | -1.1% |
| YTD | -14.7% | +13.8% | -28.6% | -21.7% |
| 1Y | -17.9% | +34.9% | -52.8% | -29.8% |
| All | +482.8% | +209.6% | +273.3% | +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 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