-43.9%
NIO vs TCOM
+6.9%
-50.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.9% | -0.4% |
| 7D | -4.1% | -10.2% | +6.0% | +2.3% |
| 30D | -23.2% | -16.8% | -6.4% | -14.0% |
| 3M | -29.9% | -16.7% | -13.2% | -22.5% |
| 6M | -25.1% | -27.1% | +2.0% | -9.7% |
| YTD | -27.5% | -45.5% | +18.1% | +2.9% |
| 1Y | -41.1% | -45.9% | +4.8% | -16.2% |
| 3Y | -63.1% | +9.8% | -72.9% | -68.9% |
| 5Y | -90.4% | +23.8% | -114.2% | -92.9% |
| All | -43.9% | +6.9% | -50.9% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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