+191.1%
TRI vs NVMI
+3,158.6%
-2,967.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -4.5% | -8.4% | +3.9% | -3.8% |
| 3M | +22.1% | -33.6% | +55.7% | +26.1% |
| 6M | -2.8% | -14.7% | +11.9% | -4.2% |
| YTD | -23.4% | +13.2% | -36.6% | -28.1% |
| 1Y | -41.5% | +29.0% | -70.5% | -46.5% |
| 3Y | -19.2% | +215.0% | -234.2% | -39.6% |
| 5Y | -9.4% | +268.6% | -278.0% | -36.0% |
| All | +191.1% | +3,158.6% | -2,967.6% | +38.8% |
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