-48.6%
NIO vs TMF
-79.8%
+31.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.9% |
| 7D | +5.6% | +1.2% | +4.4% | +5.6% |
| 30D | -4.2% | +19.7% | -24.0% | -4.3% |
| 3M | -26.3% | -2.1% | -24.2% | -26.3% |
| 6M | -42.5% | -13.4% | -29.1% | -42.5% |
| YTD | -33.5% | -16.7% | -16.8% | -33.5% |
| 1Y | -52.7% | -23.3% | -29.3% | -52.7% |
| 3Y | -57.5% | -24.8% | -32.6% | -57.1% |
| 5Y | -92.0% | -88.0% | -3.9% | -93.4% |
| All | -48.6% | -79.8% | +31.1% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling