+1,022.8%
NBIS vs TSN
-5.3%
+1,028.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.1% |
| 7D | -0.8% | +3.0% | -3.8% | +0.5% |
| 30D | -13.4% | -4.2% | -9.2% | -14.8% |
| 3M | +1.0% | -3.9% | +4.9% | -0.1% |
| 6M | +100.5% | -9.8% | +110.3% | +95.5% |
| YTD | +168.3% | -7.3% | +175.5% | +165.8% |
| 1Y | +151.8% | -2.2% | +154.0% | +155.1% |
| All | +1,022.8% | -5.3% | +1,028.0% | +1,049.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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