+218.7%
TRU vs NVMI
+2,766.7%
-2,548.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | -2.0% | -8.4% | +6.4% | -0.1% |
| 3M | +18.4% | -33.6% | +52.0% | +29.3% |
| 6M | +8.9% | -14.7% | +23.5% | +7.8% |
| YTD | -8.9% | +13.2% | -22.2% | -18.7% |
| 1Y | -15.9% | +29.0% | -44.9% | -29.0% |
| 3Y | -1.1% | +215.0% | -216.1% | -42.6% |
| 5Y | -35.2% | +268.6% | -303.8% | -65.5% |
| 10Y | +145.3% | +3,124.7% | -2,979.4% | -39.9% |
| All | +218.7% | +2,766.7% | -2,548.0% | -19.9% |
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