+239.1%
TPR vs NVMI
+265.1%
-26.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.1% | -4.1% |
| 7D | -3.4% | +11.7% | -15.1% | -6.6% |
| 30D | -27.3% | -4.0% | -23.3% | -26.9% |
| 3M | -16.2% | -25.8% | +9.5% | -10.4% |
| 6M | -17.9% | -8.3% | -9.6% | -19.2% |
| YTD | -7.1% | +14.8% | -22.0% | -16.1% |
| 1Y | +13.6% | +37.9% | -24.2% | -4.3% |
| 3Y | +293.7% | +216.3% | +77.5% | +113.0% |
| 5Y | +239.1% | +277.2% | -38.1% | +60.2% |
| All | +239.1% | +265.1% | -26.0% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling