+1,119.4%
NBIS vs TOST
+10.3%
+1,109.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.7% | +8.6% |
| 7D | +22.2% | -0.9% | +23.1% | +22.6% |
| 30D | +29.7% | -3.5% | +33.2% | +30.5% |
| 3M | +11.9% | +38.1% | -26.3% | -8.2% |
| 6M | +173.0% | +9.9% | +163.1% | +150.8% |
| YTD | +191.4% | -6.3% | +197.6% | +190.9% |
| 1Y | +280.7% | -18.3% | +299.0% | +311.5% |
| All | +1,119.4% | +10.3% | +1,109.1% | +1,190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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