+1,119.4%
NBIS vs TLN
+86.7%
+1,032.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.8% | +5.0% | +5.5% |
| 7D | +22.2% | +10.9% | +11.3% | +12.9% |
| 30D | +29.7% | -6.3% | +36.1% | +37.3% |
| 3M | +11.9% | -10.7% | +22.6% | +24.8% |
| 6M | +173.0% | +1.6% | +171.4% | +164.1% |
| YTD | +191.4% | -13.1% | +204.4% | +212.1% |
| 1Y | +280.7% | -15.1% | +295.8% | +320.2% |
| All | +1,119.4% | +86.7% | +1,032.7% | +683.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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