-81.9%
TMF vs NVMI
+2,574.6%
-2,656.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -4.6% |
| 7D | -8.2% | +16.9% | -25.1% | -7.3% |
| 30D | +5.3% | -4.3% | +9.6% | +5.2% |
| 3M | -8.5% | -19.3% | +10.8% | -9.3% |
| 6M | -17.2% | -33.6% | +16.4% | -18.5% |
| YTD | -23.4% | -0.2% | -23.2% | -22.2% |
| 1Y | -30.2% | +5.1% | -35.3% | -28.8% |
| 3Y | -32.9% | +193.2% | -226.1% | -23.2% |
| 5Y | -88.5% | +148.6% | -237.2% | -87.0% |
| All | -81.9% | +2,574.6% | -2,656.5% | -72.9% |
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