+479.4%
NBIS vs TAP
-21.0%
+500.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.2% | -13.2% | -7.1% |
| 7D | -10.5% | +1.3% | -11.8% | -9.1% |
| 30D | -37.7% | +5.7% | -43.4% | -33.2% |
| 3M | -54.6% | -1.9% | -52.7% | -53.6% |
| 6M | -44.1% | +0.9% | -45.0% | -39.3% |
| YTD | +38.4% | -9.5% | +47.9% | +44.4% |
| 1Y | +30.7% | -9.0% | +39.7% | +36.7% |
| All | +479.4% | -21.0% | +500.4% | +485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling