+479.4%
NBIS vs TFC
+27.6%
+451.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.2% | -11.1% | -10.4% |
| 7D | -10.5% | +2.3% | -12.8% | -11.2% |
| 30D | -37.7% | +10.8% | -48.5% | -40.3% |
| 3M | -54.6% | -3.8% | -50.8% | -53.8% |
| 6M | -44.1% | +9.6% | -53.7% | -47.7% |
| YTD | +38.4% | +5.8% | +32.7% | +30.7% |
| 1Y | +30.7% | +16.2% | +14.6% | +15.4% |
| All | +479.4% | +27.6% | +451.8% | +338.1% |
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