+356.2%
TPR vs NVMI
+2,494.8%
-2,138.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.8% |
| 7D | -0.3% | +1.5% | -1.8% | -0.9% |
| 30D | +15.1% | -4.1% | +19.2% | +15.6% |
| 3M | +3.5% | -22.8% | +26.3% | +10.7% |
| 6M | +0.4% | -36.9% | +37.3% | +11.3% |
| YTD | +4.6% | -3.2% | +7.8% | -2.2% |
| 1Y | +33.1% | +7.1% | +26.0% | +19.3% |
| 3Y | +396.0% | +181.5% | +214.5% | +172.9% |
| 5Y | +230.3% | +141.2% | +89.1% | +85.4% |
| All | +356.2% | +2,494.8% | -2,138.6% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling