+1,022.8%
NBIS vs TSM
+120.5%
+902.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -3.3% |
| 7D | -0.8% | +1.0% | -1.8% | -2.0% |
| 30D | -13.4% | +1.0% | -14.3% | -14.1% |
| 3M | +1.0% | +2.9% | -1.9% | +1.5% |
| 6M | +100.5% | +22.8% | +77.7% | +58.4% |
| YTD | +168.3% | +43.3% | +125.0% | +72.7% |
| 1Y | +151.8% | +69.2% | +82.6% | +26.6% |
| All | +1,022.8% | +120.5% | +902.3% | +313.0% |
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