+293.7%
TPR vs NVMI
+212.4%
+81.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.1% | -4.0% |
| 7D | -3.4% | +11.7% | -15.1% | -5.7% |
| 30D | -27.3% | -4.0% | -23.3% | -27.0% |
| 3M | -16.2% | -25.8% | +9.5% | -11.8% |
| 6M | -17.9% | -8.3% | -9.6% | -18.7% |
| YTD | -7.1% | +14.8% | -22.0% | -13.5% |
| 1Y | +13.6% | +37.9% | -24.2% | +0.9% |
| 3Y | +293.7% | +216.3% | +77.5% | +174.6% |
| All | +293.7% | +212.4% | +81.3% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling