-68.7%
TMF vs NVMI
+67,554.5%
-67,623.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.9% |
| 7D | -1.4% | +6.6% | -8.0% | -0.8% |
| 30D | -2.8% | -7.5% | +4.7% | -3.5% |
| 3M | -10.9% | -28.5% | +17.6% | -13.6% |
| 6M | -21.3% | -15.7% | -5.6% | -22.0% |
| YTD | -15.9% | +13.3% | -29.2% | -13.4% |
| 1Y | -15.7% | +48.3% | -64.0% | -10.1% |
| 3Y | -43.4% | +191.2% | -234.6% | -32.0% |
| 5Y | -87.8% | +268.7% | -356.4% | -84.5% |
| 10Y | -86.7% | +3,034.8% | -3,121.5% | -74.7% |
| All | -68.7% | +67,554.5% | -67,623.2% | -23.7% |
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