+1,101.8%
NBIS vs TMF
-33.9%
+1,135.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.7% |
| 7D | +17.8% | -0.9% | +18.6% | +17.6% |
| 30D | +30.5% | -1.0% | +31.5% | +30.6% |
| 3M | +9.2% | -11.3% | +20.5% | +7.2% |
| 6M | +153.2% | -22.7% | +175.9% | +140.4% |
| YTD | +187.1% | -17.3% | +204.5% | +177.9% |
| 1Y | +151.1% | -22.5% | +173.6% | +139.7% |
| All | +1,101.8% | -33.9% | +1,135.6% | +1,145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling