-42.4%
NIO vs TKO
+136.7%
-179.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -13.0% | +0.7% | -13.8% | -13.3% |
| 30D | -18.3% | +1.6% | -19.9% | -18.8% |
| 3M | -33.2% | -7.8% | -25.4% | -32.2% |
| 6M | -21.5% | -13.3% | -8.2% | -19.2% |
| YTD | -25.5% | -10.3% | -15.2% | -24.2% |
| 1Y | -38.0% | -0.6% | -37.4% | -38.7% |
| 3Y | -65.5% | +88.5% | -153.9% | -71.7% |
| 5Y | -90.6% | +284.7% | -375.3% | -93.6% |
| All | -42.4% | +136.7% | -179.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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