-38.7%
NIO vs TW
+291.9%
-330.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.2% |
| 7D | +2.8% | +3.1% | -0.3% | +1.7% |
| 30D | -8.4% | +16.7% | -25.1% | -13.7% |
| 3M | -32.0% | +25.2% | -57.1% | -37.7% |
| 6M | -43.9% | +19.5% | -63.4% | -48.2% |
| YTD | -35.7% | +21.0% | -56.7% | -41.3% |
| 1Y | -51.1% | +19.0% | -70.1% | -55.1% |
| 3Y | -54.7% | +40.7% | -95.4% | -63.1% |
| 5Y | -91.7% | +40.1% | -131.9% | -93.6% |
| All | -38.7% | +291.9% | -330.6% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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