-33.6%
NBIS vs TOST
+20.6%
-54.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +7.3% |
| 7D | -16.0% | +9.4% | -25.4% | -14.6% |
| 30D | -45.4% | +13.5% | -58.9% | -44.2% |
| 3M | -31.8% | -0.1% | -31.7% | -31.9% |
| 6M | -33.6% | +22.5% | -56.1% | -33.3% |
| All | -33.6% | +20.6% | -54.2% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling