+1,031.9%
NBIS vs TPR
+178.9%
+853.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +8.2% | -2.3% | +10.5% | +9.6% |
| 30D | +3.4% | -23.0% | +26.3% | +16.1% |
| 3M | -12.8% | -12.5% | -0.3% | -10.6% |
| 6M | +131.5% | -21.4% | +153.0% | +152.0% |
| YTD | +170.5% | -3.5% | +174.0% | +150.6% |
| 1Y | +248.8% | +17.4% | +231.4% | +175.3% |
| All | +1,031.9% | +178.9% | +853.0% | +399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling