+42.8%
NBIX vs TMF
-44.0%
+86.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.2% |
| 7D | -1.1% | -4.8% | +3.7% | -0.8% |
| 30D | -3.3% | -4.9% | +1.6% | -3.0% |
| 3M | -2.7% | -13.4% | +10.7% | -1.7% |
| 6M | +20.6% | -23.0% | +43.6% | +22.6% |
| YTD | +10.4% | -20.2% | +30.6% | +11.9% |
| 1Y | +10.8% | -26.5% | +37.3% | +13.0% |
| All | +42.8% | -44.0% | +86.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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