+673.5%
NBIS vs TMF
-35.9%
+709.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +0.1% | +15.4% | +15.5% |
| 7D | +9.3% | -3.4% | +12.7% | +8.6% |
| 30D | -26.4% | +11.5% | -37.9% | -24.9% |
| 3M | -19.9% | -4.5% | -15.4% | -19.9% |
| 6M | -16.9% | -15.0% | -1.9% | -18.6% |
| YTD | +84.8% | -19.9% | +104.7% | +79.1% |
| 1Y | +51.3% | -26.6% | +77.9% | +43.4% |
| All | +673.5% | -35.9% | +709.4% | +702.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling