-2.2%
TSN vs NVMI
+32.8%
-35.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.1% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -4.2% | -8.4% | +4.2% | -4.6% |
| 3M | -3.9% | -33.6% | +29.7% | -5.9% |
| 6M | -9.8% | -14.7% | +4.8% | -11.0% |
| YTD | -7.3% | +13.2% | -20.5% | -7.4% |
| 1Y | -2.2% | +29.0% | -31.2% | -1.9% |
| All | -2.2% | +32.8% | -35.0% | -1.9% |
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 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