+280.7%
NBIS vs TSLL
-24.5%
+305.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +7.9% | -0.1% | +5.7% |
| 7D | +22.2% | +5.8% | +16.4% | +19.8% |
| 30D | +29.7% | +21.7% | +8.0% | +21.2% |
| 3M | +11.9% | -28.2% | +40.1% | +16.3% |
| 6M | +173.0% | -29.5% | +202.5% | +179.0% |
| YTD | +191.4% | -47.5% | +238.9% | +215.5% |
| 1Y | +280.7% | -20.8% | +301.5% | +363.2% |
| All | +280.7% | -24.5% | +305.2% | +363.2% |
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