+10.6%
TMO vs NVMI
+261.9%
-251.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | +1.1% | -8.4% | +9.5% | +2.4% |
| 3M | +28.3% | -33.6% | +61.9% | +35.8% |
| 6M | +23.3% | -14.7% | +37.9% | +23.1% |
| YTD | +5.5% | +13.2% | -7.8% | -0.9% |
| 1Y | +24.5% | +29.0% | -4.5% | +13.4% |
| 3Y | +19.6% | +215.0% | -195.4% | -18.4% |
| All | +10.6% | +261.9% | -251.3% | -28.7% |
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 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