+4,782.2%
TT vs NVMI
+1,967.2%
+2,815.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.2% |
| 7D | 0.0% | +6.6% | -6.6% | -0.7% |
| 30D | -7.2% | -7.5% | +0.4% | -6.4% |
| 3M | -3.0% | -28.5% | +25.5% | +0.3% |
| 6M | +1.4% | -15.7% | +17.1% | +2.7% |
| YTD | +15.9% | +13.3% | +2.6% | +13.5% |
| 1Y | +9.4% | +48.3% | -38.9% | +3.8% |
| 3Y | +124.4% | +191.2% | -66.9% | +95.1% |
| 5Y | +138.0% | +268.7% | -130.7% | +100.3% |
| 10Y | +886.4% | +3,034.8% | -2,148.4% | +580.9% |
| All | +4,782.2% | +1,967.2% | +2,815.0% | +2,387.3% |
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