+1,124.0%
TTMI vs NVMI
+3,158.6%
-2,034.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.6% |
| 7D | +0.7% | -0.1% | +0.7% | +0.8% |
| 30D | -8.4% | -8.4% | 0.0% | -4.1% |
| 3M | -32.5% | -33.6% | +1.1% | -17.1% |
| 6M | +32.5% | -14.7% | +47.2% | +46.0% |
| YTD | +83.2% | +13.2% | +70.0% | +78.2% |
| 1Y | +161.7% | +29.0% | +132.7% | +142.9% |
| 3Y | +890.1% | +215.0% | +675.1% | +489.4% |
| 5Y | +832.4% | +268.6% | +563.9% | +390.6% |
| All | +1,124.0% | +3,158.6% | -2,034.6% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling