+479.4%
NBIS vs TOST
+14.9%
+464.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.5% | -13.4% | -11.3% |
| 7D | -10.5% | 0.0% | -10.5% | -10.6% |
| 30D | -37.7% | +16.2% | -53.9% | -41.9% |
| 3M | -54.6% | -1.5% | -53.0% | -54.8% |
| 6M | -44.1% | +55.3% | -99.4% | -56.8% |
| YTD | +38.4% | -2.3% | +40.8% | +34.8% |
| 1Y | +30.7% | -5.5% | +36.3% | +29.6% |
| All | +479.4% | +14.9% | +464.5% | +498.2% |
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