+28.0%
NBIS vs TSM
+34.7%
-6.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.4% | -3.2% |
| 7D | -22.4% | -10.0% | -12.4% | -8.2% |
| 30D | -39.1% | -18.5% | -20.6% | -15.6% |
| 3M | -37.3% | -4.9% | -32.4% | -30.3% |
| 6M | -19.8% | -1.0% | -18.8% | -11.2% |
| YTD | +69.1% | +31.3% | +37.8% | +23.7% |
| 1Y | +28.0% | +36.0% | -8.0% | -12.1% |
| All | +28.0% | +34.7% | -6.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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