-35.1%
TLT vs NVMI
+263.1%
-298.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -1.6% | +3.8% | -5.4% | -1.6% |
| 30D | -1.3% | -7.6% | +6.2% | -1.3% |
| 3M | -3.7% | -28.0% | +24.3% | -3.6% |
| 6M | -6.4% | -15.3% | +8.9% | -6.2% |
| YTD | -4.5% | +11.5% | -15.9% | -4.4% |
| 1Y | -5.9% | +31.6% | -37.5% | -5.8% |
| 3Y | -2.8% | +207.0% | -209.8% | -3.2% |
| 5Y | -35.1% | +262.8% | -297.9% | -35.7% |
| All | -35.1% | +263.1% | -298.2% | -35.7% |
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 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