+3,536.4%
TMO vs NVMI
+1,965.6%
+1,570.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | +1.1% | -8.4% | +9.5% | +1.9% |
| 3M | +28.3% | -33.6% | +61.9% | +32.6% |
| 6M | +23.3% | -14.7% | +37.9% | +23.7% |
| YTD | +5.5% | +13.2% | -7.8% | +2.8% |
| 1Y | +24.5% | +29.0% | -4.5% | +19.5% |
| 3Y | +19.6% | +215.0% | -195.4% | +3.3% |
| 5Y | +8.1% | +268.6% | -260.4% | -8.7% |
| 10Y | +336.7% | +3,124.7% | -2,788.0% | +206.6% |
| All | +3,536.4% | +1,965.6% | +1,570.8% | +1,998.5% |
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