+19.4%
TSN vs NVMI
-11.6%
+31.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +5.2% |
| 7D | +8.4% | -11.8% | +20.2% | +7.7% |
| 30D | +16.1% | -24.8% | +40.9% | +14.5% |
| 3M | +3.2% | -28.6% | +31.7% | +1.6% |
| 6M | -11.1% | -40.0% | +28.9% | -13.2% |
| YTD | +5.1% | -10.1% | +15.1% | +1.1% |
| 1Y | +19.4% | -9.8% | +29.2% | +14.7% |
| All | +19.4% | -11.6% | +31.0% | +14.7% |
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