+1,101.8%
NBIS vs TPR
+159.7%
+942.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | +0.3% |
| 7D | +17.8% | -7.3% | +25.1% | +22.2% |
| 30D | +30.5% | -30.7% | +61.3% | +55.5% |
| 3M | +9.2% | -21.6% | +30.8% | +19.1% |
| 6M | +153.2% | -21.3% | +174.5% | +170.2% |
| YTD | +187.1% | -10.2% | +197.3% | +175.5% |
| 1Y | +151.1% | +9.5% | +141.6% | +104.7% |
| All | +1,101.8% | +159.7% | +942.1% | +449.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling