-83.9%
TTD vs NVMI
+203.1%
-286.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -7.4% | +3.8% | -11.2% | -8.1% |
| 30D | +3.0% | -7.6% | +10.6% | +4.3% |
| 3M | -27.6% | -28.0% | +0.4% | -24.2% |
| 6M | -49.5% | -15.3% | -34.2% | -50.4% |
| YTD | -63.2% | +11.5% | -74.7% | -67.0% |
| 1Y | -69.7% | +31.6% | -101.3% | -74.5% |
| All | -83.9% | +203.1% | -286.9% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling