+708.6%
TLN vs NVMI
+183.8%
+524.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -1.5% |
| 7D | +11.0% | +1.5% | +9.5% | +10.4% |
| 30D | +4.9% | -4.1% | +9.0% | +6.7% |
| 3M | +4.9% | -22.8% | +27.7% | +16.7% |
| 6M | +7.1% | -36.9% | +44.0% | +26.7% |
| YTD | +0.3% | -3.2% | +3.5% | -1.1% |
| 1Y | +5.9% | +7.1% | -1.2% | +0.2% |
| 3Y | +578.5% | +181.5% | +397.0% | +439.4% |
| All | +708.6% | +183.8% | +524.8% | +554.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling