-88.2%
TMF vs NVMI
+165.8%
-254.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | 0.0% |
| 7D | -3.4% | +15.3% | -18.7% | -3.5% |
| 30D | +11.5% | +0.1% | +11.4% | +11.5% |
| 3M | -4.5% | -14.0% | +9.5% | -4.4% |
| 6M | -15.0% | -35.2% | +20.3% | -14.7% |
| YTD | -19.9% | +3.7% | -23.6% | -19.4% |
| 1Y | -26.6% | +10.3% | -36.8% | -26.1% |
| 3Y | -29.8% | +204.8% | -234.6% | -29.4% |
| 5Y | -88.2% | +158.9% | -247.1% | -88.3% |
| All | -88.2% | +165.8% | -254.0% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling