+36.0%
TSM vs NVMI
-11.6%
+47.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.1% |
| 7D | -10.0% | -11.8% | +1.8% | -4.3% |
| 30D | -18.5% | -24.8% | +6.3% | -6.8% |
| 3M | -4.9% | -28.6% | +23.7% | +10.8% |
| 6M | -1.0% | -40.0% | +39.0% | +22.9% |
| YTD | +31.3% | -10.1% | +41.3% | +36.3% |
| 1Y | +36.0% | -9.8% | +45.8% | +40.3% |
| All | +36.0% | -11.6% | +47.6% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling