-56.1%
NIO vs TCOM
+18.9%
-75.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.5% |
| 7D | -14.5% | -1.8% | -12.7% | -13.5% |
| 30D | -15.0% | +12.1% | -27.0% | -21.0% |
| 3M | -35.6% | -3.2% | -32.4% | -34.5% |
| 6M | -55.7% | -16.6% | -39.0% | -50.9% |
| YTD | -43.1% | -39.4% | -3.7% | -24.7% |
| 1Y | -53.5% | -41.5% | -12.0% | -37.2% |
| 3Y | -59.8% | +24.4% | -84.2% | -68.7% |
| 5Y | -93.2% | +41.6% | -134.8% | -95.4% |
| All | -56.1% | +18.9% | -75.0% | -66.7% |
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