-20.7%
TLT vs NVMI
+3,158.6%
-3,179.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | -1.1% | -8.4% | +7.3% | -1.3% |
| 3M | -4.9% | -33.6% | +28.7% | -5.5% |
| 6M | -5.0% | -14.7% | +9.7% | -5.1% |
| YTD | -4.4% | +13.2% | -17.6% | -3.7% |
| 1Y | -6.4% | +29.0% | -35.4% | -5.3% |
| 3Y | -2.0% | +215.0% | -217.0% | +2.7% |
| 5Y | -35.0% | +268.6% | -303.6% | -30.9% |
| All | -20.7% | +3,158.6% | -3,179.3% | -10.8% |
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 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