+2,108.6%
TRV vs NVMI
+1,965.6%
+143.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.0% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +1.7% | -8.4% | +10.1% | +2.1% |
| 3M | +23.9% | -33.6% | +57.4% | +26.3% |
| 6M | +26.3% | -14.7% | +40.9% | +26.4% |
| YTD | +30.8% | +13.2% | +17.6% | +28.5% |
| 1Y | +36.3% | +29.0% | +7.3% | +32.5% |
| 3Y | +145.0% | +215.0% | -70.0% | +121.5% |
| 5Y | +163.9% | +268.6% | -104.7% | +133.7% |
| 10Y | +305.8% | +3,124.7% | -2,818.9% | +214.2% |
| All | +2,108.6% | +1,965.6% | +143.0% | +1,256.4% |
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