+1,022.8%
NBIS vs TSLQ
-95.3%
+1,118.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.8% |
| 7D | -0.8% | -6.6% | +5.8% | -2.2% |
| 30D | -13.4% | -24.3% | +10.9% | -18.3% |
| 3M | +1.0% | -3.6% | +4.7% | +4.3% |
| 6M | +100.5% | -12.0% | +112.5% | +108.4% |
| YTD | +168.3% | +1.4% | +166.9% | +192.8% |
| 1Y | +151.8% | -43.6% | +195.3% | +151.2% |
| All | +1,022.8% | -95.3% | +1,118.0% | +808.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling