+1,031.9%
NBIS vs TLT
-3.8%
+1,035.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.6% |
| 7D | +8.2% | -0.4% | +8.7% | +8.0% |
| 30D | +3.4% | -0.6% | +4.0% | +3.3% |
| 3M | -12.8% | -2.7% | -10.1% | -14.0% |
| 6M | +131.5% | -5.6% | +137.2% | +123.5% |
| YTD | +170.5% | -2.8% | +173.2% | +167.2% |
| 1Y | +248.8% | -1.4% | +250.2% | +245.8% |
| All | +1,031.9% | -3.8% | +1,035.8% | +1,102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling