+1,040.6%
NBIS vs TXT
-12.2%
+1,052.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.7% |
| 7D | +8.3% | -0.2% | +8.5% | +8.4% |
| 30D | +18.1% | -10.2% | +28.3% | +24.4% |
| 3M | +7.8% | -13.3% | +21.0% | +15.3% |
| 6M | +136.6% | -14.4% | +150.9% | +152.6% |
| YTD | +172.5% | -9.1% | +181.6% | +179.7% |
| 1Y | +144.3% | -2.2% | +146.4% | +140.7% |
| All | +1,040.6% | -12.2% | +1,052.7% | +924.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling