+479.4%
NBIS vs TSLL
+19.8%
+459.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.7% | -6.2% | -9.0% |
| 7D | -10.5% | +17.8% | -28.4% | -14.1% |
| 30D | -37.7% | +8.2% | -45.9% | -38.9% |
| 3M | -54.6% | +20.9% | -75.4% | -57.0% |
| 6M | -44.1% | -37.5% | -6.6% | -40.2% |
| YTD | +38.4% | -44.5% | +82.9% | +49.9% |
| 1Y | +30.7% | -33.0% | +63.7% | +35.0% |
| All | +479.4% | +19.8% | +459.6% | +372.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling