-42.4%
NIO vs TDY
+151.5%
-193.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.8% |
| 7D | -13.0% | -1.8% | -11.2% | -12.1% |
| 30D | -18.3% | -10.7% | -7.6% | -12.9% |
| 3M | -33.2% | -1.3% | -31.9% | -33.0% |
| 6M | -21.5% | -10.6% | -10.9% | -17.0% |
| YTD | -25.5% | +19.6% | -45.1% | -33.7% |
| 1Y | -38.0% | +11.6% | -49.6% | -42.8% |
| 3Y | -65.5% | +45.2% | -110.7% | -73.1% |
| 5Y | -90.6% | +36.1% | -126.6% | -92.4% |
| All | -42.4% | +151.5% | -193.9% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling