+28.0%
NBIS vs TMO
+26.9%
+1.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -6.7% |
| 7D | -22.4% | +0.3% | -22.7% | -22.4% |
| 30D | -39.1% | +4.3% | -43.5% | -38.9% |
| 3M | -37.3% | +25.1% | -62.4% | -36.4% |
| 6M | -19.8% | +52.9% | -72.7% | -22.4% |
| YTD | +69.1% | +22.2% | +46.9% | +88.3% |
| 1Y | +28.0% | +25.4% | +2.7% | +42.6% |
| All | +28.0% | +26.9% | +1.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling