+7,716.4%
TPR vs NVMI
+4,625.1%
+3,091.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.7% |
| 7D | -2.3% | +6.6% | -8.9% | -3.2% |
| 30D | -23.0% | -7.5% | -15.4% | -22.4% |
| 3M | -12.5% | -28.5% | +16.0% | -9.4% |
| 6M | -21.4% | -15.7% | -5.7% | -20.6% |
| YTD | -3.5% | +13.3% | -16.8% | -6.6% |
| 1Y | +17.4% | +48.3% | -30.9% | +9.4% |
| 3Y | +291.3% | +191.2% | +100.0% | +227.5% |
| 5Y | +241.9% | +268.7% | -26.8% | +177.0% |
| 10Y | +322.7% | +3,034.8% | -2,712.1% | +176.2% |
| All | +7,716.4% | +4,625.1% | +3,091.4% | +4,030.1% |
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