+248.8%
NBIS vs TSM
+87.4%
+161.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +3.6% |
| 7D | +8.2% | +2.7% | +5.5% | +4.5% |
| 30D | +3.4% | +3.6% | -0.2% | -0.8% |
| 3M | -12.8% | -3.4% | -9.4% | -5.8% |
| 6M | +131.5% | +20.6% | +110.9% | +95.6% |
| YTD | +170.5% | +41.9% | +128.6% | +90.4% |
| 1Y | +248.8% | +84.4% | +164.4% | +122.6% |
| All | +248.8% | +87.4% | +161.3% | +122.6% |
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