+125.1%
TLT vs NVMI
+18,380.2%
-18,255.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.5% |
| 7D | -3.1% | +1.5% | -4.6% | -3.1% |
| 30D | +1.0% | -4.1% | +5.1% | +1.0% |
| 3M | -2.7% | -22.8% | +20.0% | -3.1% |
| 6M | -4.1% | -36.9% | +32.7% | -4.8% |
| YTD | -5.4% | -3.2% | -2.1% | -5.1% |
| 1Y | -7.0% | +7.1% | -14.1% | -6.5% |
| 3Y | +2.8% | +181.5% | -178.7% | +6.2% |
| 5Y | -35.4% | +141.2% | -176.6% | -33.2% |
| 10Y | -13.1% | +2,463.4% | -2,476.5% | -4.5% |
| All | +125.1% | +18,380.2% | -18,255.1% | +168.0% |
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