+620.9%
TRGP vs NVMI
+261.9%
+359.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.8% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | +8.0% | -8.4% | +16.4% | +9.1% |
| 3M | +8.3% | -33.6% | +41.8% | +13.8% |
| 6M | +23.9% | -14.7% | +38.6% | +23.5% |
| YTD | +59.6% | +13.2% | +46.4% | +50.0% |
| 1Y | +79.4% | +29.0% | +50.4% | +63.0% |
| 3Y | +269.4% | +215.0% | +54.5% | +161.7% |
| All | +620.9% | +261.9% | +359.0% | +382.3% |
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