+3,962.8%
TSM vs NVMI
+1,665.9%
+2,296.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.1% |
| 7D | +6.2% | +1.5% | +4.7% | +5.9% |
| 30D | -7.3% | -4.1% | -3.2% | -6.5% |
| 3M | -7.1% | -22.8% | +15.6% | -2.6% |
| 6M | +0.2% | -36.9% | +37.1% | +8.7% |
| YTD | +32.2% | -3.2% | +35.4% | +32.7% |
| 1Y | +42.8% | +7.1% | +35.7% | +40.7% |
| 3Y | +330.4% | +181.5% | +148.9% | +259.2% |
| 5Y | +263.9% | +141.2% | +122.7% | +209.7% |
| 10Y | +1,580.2% | +2,463.4% | -883.2% | +950.5% |
| All | +3,962.8% | +1,665.9% | +2,296.9% | +1,539.9% |
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