+1,119.4%
NBIS vs TLT
-3.8%
+1,123.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +22.2% | +0.4% | +21.8% | +22.4% |
| 30D | +29.7% | -0.3% | +30.0% | +29.8% |
| 3M | +11.9% | -1.7% | +13.6% | +11.1% |
| 6M | +173.0% | -4.9% | +177.9% | +165.1% |
| YTD | +191.4% | -2.8% | +194.1% | +187.8% |
| 1Y | +280.7% | -4.2% | +284.9% | +273.2% |
| All | +1,119.4% | -3.8% | +1,123.2% | +1,195.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling