+69.0%
TPG vs NVMI
+161.6%
-92.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | -9.4% | -0.1% | -9.3% | -9.4% |
| 30D | -5.3% | -8.4% | +3.1% | -3.0% |
| 3M | +12.9% | -33.6% | +46.5% | +26.0% |
| 6M | +20.1% | -14.7% | +34.8% | +21.0% |
| YTD | -22.5% | +13.2% | -35.7% | -30.2% |
| 1Y | -19.7% | +29.0% | -48.7% | -32.0% |
| 3Y | +81.2% | +215.0% | -133.8% | -5.3% |
| All | +69.0% | +161.6% | -92.6% | -18.2% |
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