-45.8%
NIO vs TW
+301.3%
-347.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.8% | -5.2% |
| 7D | -14.5% | +3.9% | -18.4% | -15.7% |
| 30D | -15.0% | +19.9% | -34.9% | -20.7% |
| 3M | -35.6% | +25.9% | -61.5% | -41.1% |
| 6M | -55.7% | +21.1% | -76.8% | -59.3% |
| YTD | -43.1% | +23.9% | -67.0% | -48.6% |
| 1Y | -53.5% | +21.2% | -74.8% | -57.6% |
| 3Y | -59.8% | +44.8% | -104.6% | -67.7% |
| 5Y | -93.2% | +41.4% | -134.6% | -94.8% |
| All | -45.8% | +301.3% | -347.1% | -66.3% |
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