-17.2%
TTWO vs NVMI
-11.6%
-5.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.6% | +7.2% |
| 7D | +7.0% | -11.8% | +18.7% | +7.3% |
| 30D | +2.7% | -24.8% | +27.5% | +3.6% |
| 3M | -13.0% | -28.6% | +15.5% | -12.1% |
| 6M | -7.2% | -40.0% | +32.8% | -6.8% |
| YTD | -18.4% | -10.1% | -8.3% | -23.0% |
| 1Y | -17.2% | -9.8% | -7.5% | -22.4% |
| All | -17.2% | -11.6% | -5.7% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling