+28.0%
NBIS vs TSLL
-48.4%
+76.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.3% | -0.4% | -4.7% |
| 7D | -22.4% | -9.4% | -13.0% | -20.0% |
| 30D | -39.1% | +1.6% | -40.7% | -39.4% |
| 3M | -37.3% | +29.4% | -66.7% | -43.3% |
| 6M | -19.8% | -20.1% | +0.4% | -20.5% |
| YTD | +69.1% | -44.5% | +113.6% | +84.2% |
| 1Y | +28.0% | -46.0% | +74.0% | +38.3% |
| All | +28.0% | -48.4% | +76.4% | +38.3% |
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