+1,040.6%
NBIS vs TMF
-36.2%
+1,076.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.4% | -1.7% | -5.6% |
| 7D | +8.3% | -4.8% | +13.1% | +7.5% |
| 30D | +18.1% | -4.9% | +23.0% | +17.4% |
| 3M | +7.8% | -13.4% | +21.2% | +5.4% |
| 6M | +136.6% | -23.0% | +159.6% | +125.0% |
| YTD | +172.5% | -20.2% | +192.7% | +162.3% |
| 1Y | +144.3% | -26.5% | +170.7% | +131.0% |
| All | +1,040.6% | -36.2% | +1,076.7% | +1,075.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TMF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling