+1,199.2%
TNA vs NVMI
+58,937.1%
-57,737.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.0% |
| 7D | -7.6% | +3.8% | -11.4% | -9.4% |
| 30D | -13.6% | -7.6% | -6.1% | -10.3% |
| 3M | +2.8% | -28.0% | +30.8% | +19.3% |
| 6M | +34.5% | -15.3% | +49.8% | +43.7% |
| YTD | +41.0% | +11.5% | +29.6% | +30.6% |
| 1Y | +52.0% | +31.6% | +20.4% | +29.8% |
| 3Y | +103.5% | +207.0% | -103.5% | +10.2% |
| 5Y | -22.5% | +262.8% | -285.4% | -58.9% |
| 10Y | +81.9% | +3,074.6% | -2,992.7% | -51.5% |
| All | +1,199.2% | +58,937.1% | -57,737.9% | +117.3% |
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 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