-91.6%
NIO vs TMF
-88.4%
-3.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +6.9% | +0.6% | +6.3% | +6.8% |
| 30D | -4.7% | +16.3% | -21.1% | -6.4% |
| 3M | -28.1% | -2.7% | -25.4% | -27.9% |
| 6M | -41.7% | -13.2% | -28.5% | -40.9% |
| YTD | -33.1% | -16.7% | -16.5% | -32.0% |
| 1Y | -50.3% | -22.7% | -27.6% | -49.0% |
| 3Y | -54.4% | -26.1% | -28.3% | -53.2% |
| 5Y | -91.6% | -88.4% | -3.2% | -92.3% |
| All | -91.6% | -88.4% | -3.2% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling