-55.1%
NIO vs TAP
-24.3%
-30.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -1.8% | -8.0% | +6.2% | -1.1% |
| 30D | -6.6% | +4.1% | -10.7% | -7.2% |
| 3M | -29.9% | -4.4% | -25.5% | -29.6% |
| 6M | -46.6% | -1.9% | -44.7% | -46.7% |
| YTD | -36.5% | -12.1% | -24.4% | -35.5% |
| 1Y | -51.1% | -12.0% | -39.1% | -50.4% |
| All | -55.1% | -24.3% | -30.8% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling