-90.6%
NIO vs TAP
+2.2%
-92.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -13.0% | -2.3% | -10.7% | -12.5% |
| 30D | -18.3% | -2.1% | -16.1% | -17.9% |
| 3M | -33.2% | +6.6% | -39.8% | -34.9% |
| 6M | -21.5% | -11.5% | -10.0% | -19.0% |
| YTD | -25.5% | -10.3% | -15.2% | -24.0% |
| 1Y | -38.0% | -14.4% | -23.6% | -35.9% |
| 3Y | -65.5% | -28.3% | -37.2% | -62.2% |
| All | -90.6% | +2.2% | -92.8% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling