+1,022.8%
NBIS vs TSEM
+373.5%
+649.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -2.7% |
| 7D | -0.8% | -4.9% | +4.1% | +2.7% |
| 30D | -13.4% | -18.7% | +5.4% | +0.4% |
| 3M | +1.0% | -18.1% | +19.2% | +14.2% |
| 6M | +100.5% | +77.1% | +23.4% | +21.0% |
| YTD | +168.3% | +80.1% | +88.1% | +55.0% |
| 1Y | +151.8% | +220.4% | -68.6% | -15.8% |
| All | +1,022.8% | +373.5% | +649.2% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 5y: compounded portfolio wealth divided by compounded TSEM 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…
5y analysis · Full analysis span regression · 6 months rolling