+479.4%
NBIS vs TMF
-39.6%
+519.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.4% | -8.6% | -10.1% |
| 7D | -10.5% | -9.3% | -1.2% | -12.2% |
| 30D | -37.7% | +1.9% | -39.6% | -37.5% |
| 3M | -54.6% | -11.2% | -43.3% | -55.1% |
| 6M | -44.1% | -17.7% | -26.4% | -45.5% |
| YTD | +38.4% | -24.5% | +62.9% | +32.7% |
| 1Y | +30.7% | -29.4% | +60.2% | +23.2% |
| All | +479.4% | -39.6% | +519.0% | +494.4% |
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