+570.0%
NBIS vs TMF
-35.9%
+605.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.9% | -1.4% | -6.0% |
| 7D | -11.6% | -1.1% | -10.6% | -11.8% |
| 30D | -39.4% | +11.8% | -51.2% | -38.1% |
| 3M | -27.2% | -4.0% | -23.2% | -27.1% |
| 6M | -24.3% | -16.5% | -7.8% | -26.2% |
| YTD | +60.1% | -19.9% | +80.0% | +55.1% |
| 1Y | +21.9% | -25.6% | +47.4% | +15.9% |
| All | +570.0% | -35.9% | +605.9% | +595.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling