-86.5%
TMF vs NVMI
+3,158.6%
-3,245.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | +0.1% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | -8.4% | +3.8% | -5.0% |
| 3M | -16.6% | -33.6% | +17.0% | -18.2% |
| 6M | -19.9% | -14.7% | -5.2% | -20.0% |
| YTD | -20.2% | +13.2% | -33.4% | -18.5% |
| 1Y | -27.7% | +29.0% | -56.7% | -25.4% |
| 3Y | -43.9% | +215.0% | -258.9% | -36.1% |
| 5Y | -88.4% | +268.6% | -357.0% | -86.3% |
| All | -86.5% | +3,158.6% | -3,245.1% | -81.6% |
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