-28.2%
NBIS vs TLT
-4.2%
-24.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -1.5% | -15.4% | -16.2% |
| 7D | +6.9% | -2.7% | +9.6% | +7.7% |
| 30D | -37.8% | +2.2% | -40.0% | -39.3% |
| 3M | -50.4% | -1.7% | -48.6% | -48.3% |
| 6M | -28.2% | -4.0% | -24.2% | -21.3% |
| All | -28.2% | -4.2% | -24.0% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling