+131.2%
TLT vs NVMI
+21,533.7%
-21,402.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.3% |
| 7D | -0.4% | +6.6% | -7.0% | -0.3% |
| 30D | -0.6% | -7.5% | +7.0% | -0.7% |
| 3M | -2.7% | -28.5% | +25.8% | -3.3% |
| 6M | -5.6% | -15.7% | +10.1% | -5.7% |
| YTD | -2.8% | +13.3% | -16.1% | -2.2% |
| 1Y | -1.4% | +48.3% | -49.7% | -0.3% |
| 3Y | -1.6% | +191.2% | -192.8% | +1.6% |
| 5Y | -33.8% | +268.7% | -302.5% | -31.0% |
| 10Y | -21.1% | +3,034.8% | -3,055.9% | -13.1% |
| All | +131.2% | +21,533.7% | -21,402.5% | +176.0% |
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