+1,101.8%
NBIS vs TSM
+121.6%
+980.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.3% |
| 7D | +17.8% | +4.8% | +13.0% | +10.6% |
| 30D | +30.5% | +4.0% | +26.5% | +24.8% |
| 3M | +9.2% | +2.0% | +7.2% | +10.9% |
| 6M | +153.2% | +25.5% | +127.7% | +94.8% |
| YTD | +187.1% | +44.0% | +143.1% | +83.6% |
| 1Y | +151.1% | +75.4% | +75.7% | +19.4% |
| All | +1,101.8% | +121.6% | +980.2% | +338.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling