+30.0%
TXG vs NVMI
+1,087.5%
-1,057.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.8% | +2.5% |
| 7D | +9.5% | -0.1% | +9.6% | +9.6% |
| 30D | +18.8% | -8.4% | +27.2% | +24.1% |
| 3M | +136.1% | -33.6% | +169.7% | +188.1% |
| 6M | +235.2% | -14.7% | +249.9% | +246.3% |
| YTD | +320.5% | +13.2% | +307.3% | +265.2% |
| 1Y | +425.2% | +29.0% | +396.2% | +320.5% |
| 3Y | +42.9% | +215.0% | -172.1% | -41.4% |
| 5Y | -62.8% | +268.6% | -331.4% | -86.2% |
| All | +30.0% | +1,087.5% | -1,057.5% | -68.4% |
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 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