+248.8%
NBIS vs TSLL
-22.3%
+271.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -11.8% | +19.3% | +10.4% |
| 7D | +8.2% | +1.9% | +6.3% | +6.7% |
| 30D | +3.4% | +17.8% | -14.4% | -2.8% |
| 3M | -12.8% | -37.0% | +24.2% | -6.3% |
| 6M | +131.5% | -37.7% | +169.2% | +144.4% |
| YTD | +170.5% | -51.4% | +221.8% | +198.3% |
| 1Y | +248.8% | -23.4% | +272.1% | +324.2% |
| All | +248.8% | -22.3% | +271.1% | +324.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling