+1,119.4%
NBIS vs TSLL
+13.2%
+1,106.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +7.9% | -0.1% | +5.9% |
| 7D | +22.2% | +5.8% | +16.4% | +20.0% |
| 30D | +29.7% | +21.7% | +8.0% | +22.1% |
| 3M | +11.9% | -28.2% | +40.1% | +16.8% |
| 6M | +173.0% | -29.5% | +202.5% | +181.2% |
| YTD | +191.4% | -47.5% | +238.9% | +219.8% |
| 1Y | +280.7% | -20.8% | +301.5% | +271.7% |
| All | +1,119.4% | +13.2% | +1,106.2% | +907.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling