+196.4%
TW vs NVMI
+1,277.1%
-1,080.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -2.7% | +3.8% | -6.5% | -3.2% |
| 30D | -1.7% | -7.6% | +5.8% | -0.8% |
| 3M | +1.6% | -28.0% | +29.6% | +5.1% |
| 6M | -17.7% | -15.3% | -2.4% | -18.1% |
| YTD | -4.3% | +11.5% | -15.8% | -10.0% |
| 1Y | -13.1% | +31.6% | -44.7% | -21.6% |
| 3Y | +20.3% | +207.0% | -186.7% | -18.3% |
| 5Y | +22.0% | +262.8% | -240.9% | -24.6% |
| All | +196.4% | +1,277.1% | -1,080.7% | +17.9% |
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