-87.9%
NIO vs TPG
+74.1%
-162.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.3% |
| 7D | -2.9% | -9.4% | +6.5% | +1.9% |
| 30D | -18.7% | -5.3% | -13.5% | -16.9% |
| 3M | -29.4% | +12.9% | -42.4% | -34.6% |
| 6M | -32.5% | +20.1% | -52.6% | -40.3% |
| YTD | -27.6% | -22.5% | -5.2% | -20.1% |
| 1Y | -39.2% | -19.7% | -19.5% | -35.1% |
| 3Y | -64.3% | +81.2% | -145.5% | -80.8% |
| All | -87.9% | +74.1% | -162.0% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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