+277.6%
TSM vs NVMI
+263.1%
+14.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.6% |
| 7D | +2.6% | +3.8% | -1.1% | +0.7% |
| 30D | +1.4% | -7.6% | +9.0% | +5.2% |
| 3M | +5.0% | -28.0% | +33.0% | +22.1% |
| 6M | +24.0% | -15.3% | +39.3% | +30.9% |
| YTD | +41.6% | +11.5% | +30.1% | +28.7% |
| 1Y | +66.2% | +31.6% | +34.6% | +37.5% |
| 3Y | +398.2% | +207.0% | +191.2% | +142.7% |
| 5Y | +277.6% | +262.8% | +14.8% | +64.4% |
| All | +277.6% | +263.1% | +14.5% | +64.4% |
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 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