+437.3%
TTMI vs NVMI
+3,186.6%
-2,749.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.8% |
| 7D | +7.5% | +6.9% | +0.5% | +6.0% |
| 30D | -4.5% | -2.8% | -1.6% | -3.6% |
| 3M | -28.5% | -27.3% | -1.2% | -22.6% |
| 6M | +28.4% | -13.7% | +42.0% | +34.6% |
| YTD | +80.1% | +13.8% | +66.2% | +78.4% |
| 1Y | +161.0% | +34.9% | +126.2% | +151.3% |
| 3Y | +862.4% | +213.5% | +648.9% | +670.1% |
| 5Y | +812.9% | +272.5% | +540.5% | +596.9% |
| 10Y | +1,094.7% | +3,142.4% | -2,047.7% | +522.3% |
| All | +437.3% | +3,186.6% | -2,749.3% | +87.9% |
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