+479.4%
NBIS vs TSM
+103.5%
+375.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.7% | -8.3% | -7.5% |
| 7D | -10.5% | +6.2% | -16.7% | -16.9% |
| 30D | -37.7% | -7.3% | -30.4% | -28.5% |
| 3M | -54.6% | -7.1% | -47.4% | -47.5% |
| 6M | -44.1% | +0.2% | -44.3% | -38.9% |
| YTD | +38.4% | +32.2% | +6.2% | +3.5% |
| 1Y | +30.7% | +42.8% | -12.0% | -11.8% |
| All | +479.4% | +103.5% | +375.9% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling