+19.3%
TPR vs NVMI
-11.6%
+30.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +3.9% |
| 7D | +12.6% | -11.8% | +24.4% | +14.8% |
| 30D | +7.1% | -24.8% | +32.0% | +11.9% |
| 3M | -19.4% | -28.6% | +9.2% | -15.3% |
| 6M | -9.7% | -40.0% | +30.3% | -3.7% |
| YTD | -1.0% | -10.1% | +9.1% | -8.5% |
| 1Y | +19.3% | -9.8% | +29.1% | +9.5% |
| All | +19.3% | -11.6% | +30.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling