+1,101.8%
NBIS vs TAP
-25.5%
+1,127.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -2.2% |
| 7D | +17.8% | -5.1% | +22.8% | +13.3% |
| 30D | +30.5% | -8.4% | +39.0% | +22.8% |
| 3M | +9.2% | -3.9% | +13.1% | +9.4% |
| 6M | +153.2% | -14.4% | +167.5% | +145.0% |
| YTD | +187.1% | -14.7% | +201.9% | +177.1% |
| 1Y | +151.1% | -18.7% | +169.8% | +138.3% |
| All | +1,101.8% | -25.5% | +1,127.3% | +1,024.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling