-50.3%
NIO vs TAP
-20.0%
-30.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | +2.8% | -4.5% | +7.3% | +4.0% |
| 30D | -8.4% | +7.5% | -15.9% | -10.5% |
| 3M | -32.0% | -4.9% | -27.1% | -31.4% |
| 6M | -43.9% | -3.5% | -40.4% | -44.0% |
| YTD | -35.7% | -11.4% | -24.3% | -34.6% |
| 1Y | -51.1% | -10.8% | -40.3% | -50.4% |
| 3Y | -54.7% | -24.5% | -30.2% | -52.2% |
| 5Y | -91.7% | +2.5% | -94.2% | -92.1% |
| All | -50.3% | -20.0% | -30.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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