+4,258.6%
TSM vs NVMI
+1,967.2%
+2,291.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +1.8% |
| 7D | +2.7% | +6.6% | -3.9% | +1.5% |
| 30D | +3.6% | -7.5% | +11.1% | +5.0% |
| 3M | -3.4% | -28.5% | +25.1% | +2.6% |
| 6M | +20.6% | -15.7% | +36.4% | +24.0% |
| YTD | +41.9% | +13.3% | +28.6% | +38.3% |
| 1Y | +84.4% | +48.3% | +36.1% | +71.3% |
| 3Y | +380.2% | +191.2% | +189.0% | +296.3% |
| 5Y | +275.3% | +268.7% | +6.7% | +198.4% |
| 10Y | +1,751.4% | +3,034.8% | -1,283.4% | +1,017.9% |
| All | +4,258.6% | +1,967.2% | +2,291.4% | +1,607.9% |
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