+581.7%
TLN vs NVMI
+232.2%
+349.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.7% | +1.5% |
| 7D | +7.1% | +6.6% | +0.5% | +4.3% |
| 30D | -3.9% | -7.5% | +3.6% | -0.8% |
| 3M | -16.2% | -28.5% | +12.3% | -5.5% |
| 6M | -5.8% | -15.7% | +9.9% | -1.4% |
| YTD | -15.4% | +13.3% | -28.7% | -21.8% |
| 1Y | -16.7% | +48.3% | -65.0% | -30.8% |
| 3Y | +473.8% | +191.2% | +282.5% | +329.8% |
| All | +581.7% | +232.2% | +349.5% | +417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling