+22.2%
NBIS vs TOST
-1.3%
+23.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-09-01 to 2026-09-08.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.7% | N/A |
| 7D | +22.2% | -0.9% | +23.1% | N/A |
| All | +22.2% | -1.3% | +23.6% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 2026-09-01 to 2026-09-08: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
2026-09-01 to 2026-09-08 analysis · Full analysis span regression · Available span rolling