+28.0%
NBIS vs TXG
+406.9%
-378.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.4% | -10.1% | -7.5% |
| 7D | -22.4% | -19.3% | -3.1% | -18.5% |
| 30D | -39.1% | -30.9% | -8.2% | -35.0% |
| 3M | -37.3% | +41.1% | -78.4% | -42.5% |
| 6M | -19.8% | +211.9% | -231.7% | -33.5% |
| YTD | +69.1% | +314.0% | -244.9% | +30.8% |
| 1Y | +28.0% | +405.4% | -377.4% | -4.2% |
| All | +28.0% | +406.9% | -378.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling