-91.6%
NIO vs TCOM
+42.6%
-134.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.1% |
| 7D | +6.9% | +7.4% | -0.5% | +1.6% |
| 30D | -4.7% | +13.2% | -18.0% | -13.0% |
| 3M | -28.1% | -4.6% | -23.5% | -26.0% |
| 6M | -41.7% | -16.4% | -25.3% | -34.7% |
| YTD | -33.1% | -38.8% | +5.6% | -8.8% |
| 1Y | -50.3% | -37.3% | -13.0% | -33.6% |
| 3Y | -54.4% | +31.4% | -85.8% | -69.3% |
| 5Y | -91.6% | +45.5% | -137.1% | -95.6% |
| All | -91.6% | +42.6% | -134.2% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling