+248.8%
NBIS vs TSLQ
-50.5%
+299.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +12.0% | -4.5% | +10.4% |
| 7D | +8.2% | -5.8% | +14.0% | +6.8% |
| 30D | +3.4% | -22.1% | +25.5% | -3.0% |
| 3M | -12.8% | +10.1% | -22.9% | -6.7% |
| 6M | +131.5% | -6.8% | +138.3% | +142.5% |
| YTD | +170.5% | +8.5% | +161.9% | +195.4% |
| 1Y | +248.8% | -49.7% | +298.5% | +320.4% |
| All | +248.8% | -50.5% | +299.3% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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