-48.6%
NIO vs TAP
-19.3%
-29.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.5% | +10.4% | +7.1% |
| 7D | +5.6% | +0.5% | +5.1% | +5.2% |
| 30D | -4.2% | +9.1% | -13.4% | -6.9% |
| 3M | -26.3% | -3.8% | -22.5% | -25.9% |
| 6M | -42.5% | -3.4% | -39.1% | -42.6% |
| YTD | -33.5% | -10.6% | -22.9% | -32.5% |
| 1Y | -52.7% | -4.4% | -48.2% | -53.1% |
| 3Y | -57.5% | -24.4% | -33.1% | -55.1% |
| 5Y | -92.0% | +2.1% | -94.1% | -92.4% |
| All | -48.6% | -19.3% | -29.3% | -42.6% |
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