+1,101.8%
NBIS vs TW
-21.9%
+1,123.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.5% |
| 7D | +17.8% | -0.5% | +18.3% | +17.7% |
| 30D | +30.5% | -0.6% | +31.2% | +30.5% |
| 3M | +9.2% | +3.4% | +5.8% | +8.3% |
| 6M | +153.2% | -18.4% | +171.6% | +157.9% |
| YTD | +187.1% | -3.9% | +191.0% | +188.6% |
| 1Y | +151.1% | -13.3% | +164.4% | +157.9% |
| All | +1,101.8% | -21.9% | +1,123.6% | +1,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 all: compounded portfolio wealth divided by compounded TW 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…
all analysis · Full analysis span regression · 6 months rolling