-2.7%
TLT vs NVMI
-21.5%
+18.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.5% |
| 7D | -3.1% | +1.5% | -4.6% | -3.0% |
| 30D | +1.0% | -4.1% | +5.1% | +0.9% |
| 3M | -2.7% | -22.8% | +20.0% | -3.2% |
| All | -2.7% | -21.5% | +18.8% | -3.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling