-90.6%
NIO vs TDY
+34.3%
-124.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.4% |
| 7D | -7.3% | -1.9% | -5.4% | -6.0% |
| 30D | -22.5% | -12.5% | -10.0% | -15.1% |
| 3M | -30.9% | -0.8% | -30.1% | -31.0% |
| 6M | -37.2% | -9.0% | -28.2% | -33.7% |
| YTD | -29.8% | +16.8% | -46.6% | -38.9% |
| 1Y | -37.4% | +9.5% | -46.9% | -43.0% |
| 3Y | -64.3% | +45.4% | -109.8% | -75.1% |
| 5Y | -90.6% | +37.8% | -128.4% | -93.3% |
| All | -90.6% | +34.3% | -124.9% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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