-6.8%
TSN vs NVMI
+3,158.6%
-3,165.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -4.2% | -8.4% | +4.2% | -3.6% |
| 3M | -3.9% | -33.6% | +29.7% | -1.5% |
| 6M | -9.8% | -14.7% | +4.8% | -10.0% |
| YTD | -7.3% | +13.2% | -20.5% | -10.1% |
| 1Y | -2.2% | +29.0% | -31.2% | -6.7% |
| 3Y | +11.9% | +215.0% | -203.1% | -8.6% |
| 5Y | -16.9% | +268.6% | -285.5% | -35.8% |
| All | -6.8% | +3,158.6% | -3,165.4% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling