+1,031.9%
NBIS vs TSLL
+4.9%
+1,027.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -11.8% | +19.3% | +10.3% |
| 7D | +8.2% | +1.9% | +6.3% | +6.9% |
| 30D | +3.4% | +17.8% | -14.4% | -2.1% |
| 3M | -12.8% | -37.0% | +24.2% | -6.2% |
| 6M | +131.5% | -37.7% | +169.2% | +145.6% |
| YTD | +170.5% | -51.4% | +221.8% | +202.1% |
| 1Y | +248.8% | -23.4% | +272.1% | +243.0% |
| All | +1,031.9% | +4.9% | +1,027.0% | +851.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling