+1,119.4%
NBIS vs TFC
+27.7%
+1,091.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.1% | +9.9% | +8.6% |
| 7D | +22.2% | +2.2% | +20.0% | +21.0% |
| 30D | +29.7% | -2.5% | +32.2% | +31.3% |
| 3M | +11.9% | +4.5% | +7.3% | +8.2% |
| 6M | +173.0% | +11.0% | +162.0% | +150.5% |
| YTD | +191.4% | +5.9% | +185.5% | +175.1% |
| 1Y | +280.7% | +14.6% | +266.1% | +238.5% |
| All | +1,119.4% | +27.7% | +1,091.7% | +822.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling