-59.8%
NIO vs TMF
-25.2%
-34.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -3.6% | +2.7% | -6.3% | -4.0% |
| 30D | -8.0% | +19.3% | -27.4% | -10.8% |
| 3M | -31.2% | -3.7% | -27.5% | -30.9% |
| 6M | -45.8% | -11.3% | -34.4% | -44.9% |
| YTD | -37.3% | -16.6% | -20.7% | -35.7% |
| 1Y | -56.1% | -21.1% | -35.0% | -54.5% |
| All | -59.8% | -25.2% | -34.7% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling