-80.8%
TTD vs NVMI
+263.1%
-343.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.5% |
| 7D | -7.4% | +3.8% | -11.2% | -9.0% |
| 30D | +3.0% | -7.6% | +10.6% | +5.7% |
| 3M | -27.6% | -28.0% | +0.4% | -20.7% |
| 6M | -49.5% | -15.3% | -34.2% | -50.9% |
| YTD | -63.2% | +11.5% | -74.7% | -69.7% |
| 1Y | -69.7% | +31.6% | -101.3% | -77.8% |
| 3Y | -83.3% | +207.0% | -290.3% | -94.8% |
| 5Y | -80.8% | +262.8% | -343.6% | -94.5% |
| All | -80.8% | +263.1% | -343.9% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling