-22.5%
TMF vs NVMI
+38.3%
-60.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -0.9% | +6.9% | -7.8% | -1.2% |
| 30D | -1.0% | -2.8% | +1.9% | -0.9% |
| 3M | -11.3% | -27.3% | +16.1% | -10.6% |
| 6M | -22.7% | -13.7% | -9.0% | -21.4% |
| YTD | -17.3% | +13.8% | -31.2% | -14.3% |
| 1Y | -22.5% | +34.9% | -57.3% | -17.1% |
| All | -22.5% | +38.3% | -60.7% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling