+479.4%
NBIS vs TLT
-6.4%
+485.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.5% | -10.1% |
| 7D | -10.5% | -3.1% | -7.4% | -12.0% |
| 30D | -37.7% | +1.0% | -38.7% | -37.4% |
| 3M | -54.6% | -2.7% | -51.8% | -54.9% |
| 6M | -44.1% | -4.1% | -39.9% | -44.9% |
| YTD | +38.4% | -5.4% | +43.8% | +35.6% |
| 1Y | +30.7% | -7.0% | +37.8% | +26.4% |
| All | +479.4% | -6.4% | +485.8% | +510.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 10y: compounded portfolio wealth divided by compounded TLT 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…
10y analysis · Full analysis span regression · 6 months rolling