-38.0%
NIO vs TMF
-15.2%
-22.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | -13.0% | -1.4% | -11.6% | -13.0% |
| 30D | -18.3% | -2.8% | -15.4% | -18.2% |
| 3M | -33.2% | -10.9% | -22.3% | -32.9% |
| 6M | -21.5% | -21.3% | -0.2% | -21.2% |
| YTD | -25.5% | -15.9% | -9.6% | -25.4% |
| 1Y | -38.0% | -15.7% | -22.3% | -37.2% |
| All | -38.0% | -15.2% | -22.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling