+679.1%
TSN vs NVMI
+1,976.9%
-1,297.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -7.3% | +6.9% | -14.2% | -7.6% |
| 30D | -8.6% | -2.8% | -5.8% | -8.5% |
| 3M | -7.5% | -27.3% | +19.8% | -6.3% |
| 6M | -14.1% | -13.7% | -0.5% | -14.1% |
| YTD | -9.4% | +13.8% | -23.3% | -10.9% |
| 1Y | -4.1% | +34.9% | -38.9% | -6.7% |
| 3Y | +10.3% | +213.5% | -203.2% | +0.4% |
| 5Y | -19.7% | +272.5% | -292.2% | -28.3% |
| 10Y | -7.0% | +3,142.4% | -3,149.4% | -27.0% |
| All | +679.1% | +1,976.9% | -1,297.8% | +412.0% |
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