+607.2%
NBIS vs TOST
+15.2%
+592.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.1% |
| 7D | 0.0% | +4.0% | -4.0% | -1.7% |
| 30D | -36.0% | +11.1% | -47.1% | -39.0% |
| 3M | -24.7% | +0.8% | -25.6% | -26.2% |
| 6M | -20.1% | +38.8% | -58.9% | -34.6% |
| YTD | +69.0% | -2.1% | +71.1% | +64.6% |
| 1Y | +27.1% | -6.0% | +33.1% | +26.7% |
| All | +607.2% | +15.2% | +592.0% | +630.1% |
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