-42.4%
NIO vs TCOM
+11.9%
-54.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -13.0% | -9.5% | -3.5% | -7.5% |
| 30D | -18.3% | -10.7% | -7.6% | -12.4% |
| 3M | -33.2% | -14.6% | -18.6% | -27.2% |
| 6M | -21.5% | -19.3% | -2.2% | -11.2% |
| YTD | -25.5% | -42.9% | +17.5% | +2.7% |
| 1Y | -38.0% | -43.8% | +5.8% | -13.9% |
| 3Y | -65.5% | +2.1% | -67.6% | -69.4% |
| 5Y | -90.6% | +31.2% | -121.8% | -93.3% |
| All | -42.4% | +11.9% | -54.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling