+1,040.6%
NBIS vs TFC
+27.2%
+1,013.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -5.2% |
| 7D | +8.3% | -2.5% | +10.8% | +9.3% |
| 30D | +18.1% | -2.8% | +20.9% | +19.6% |
| 3M | +7.8% | +2.1% | +5.6% | +5.5% |
| 6M | +136.6% | +10.1% | +126.4% | +117.9% |
| YTD | +172.5% | +5.4% | +167.1% | +157.8% |
| 1Y | +144.3% | +16.3% | +127.9% | +115.2% |
| All | +1,040.6% | +27.2% | +1,013.4% | +764.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 5y: compounded portfolio wealth divided by compounded TFC 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…
5y analysis · Full analysis span regression · 6 months rolling