-62.3%
NIO vs TCOM
+13.4%
-75.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | -6.7% | -7.6% | +1.0% | -2.8% |
| 30D | -20.0% | -12.2% | -7.8% | -14.5% |
| 3M | -30.5% | -14.2% | -16.2% | -25.3% |
| 6M | -20.7% | -25.0% | +4.3% | -8.4% |
| YTD | -25.7% | -43.7% | +18.0% | -1.7% |
| 1Y | -38.6% | -44.5% | +6.0% | -18.2% |
| 3Y | -62.3% | +13.4% | -75.7% | -67.7% |
| All | -62.3% | +13.4% | -75.7% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling