+419.8%
TXN vs NVMI
+3,158.6%
-2,738.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.2% |
| 7D | +4.0% | -0.1% | +4.0% | +4.0% |
| 30D | -2.9% | -8.4% | +5.5% | +0.5% |
| 3M | -9.1% | -33.6% | +24.5% | +6.5% |
| 6M | +36.6% | -14.7% | +51.3% | +43.1% |
| YTD | +57.5% | +13.2% | +44.3% | +45.1% |
| 1Y | +49.5% | +29.0% | +20.5% | +28.9% |
| 3Y | +76.5% | +215.0% | -138.4% | -6.3% |
| 5Y | +62.4% | +268.6% | -206.2% | -23.4% |
| All | +419.8% | +3,158.6% | -2,738.8% | +34.6% |
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