-90.1%
NIO vs TW
+22.4%
-112.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +1.3% |
| 7D | -6.7% | -3.5% | -3.2% | -4.9% |
| 30D | -20.0% | +0.5% | -20.5% | -20.4% |
| 3M | -30.5% | +4.9% | -35.4% | -33.1% |
| 6M | -20.7% | -17.1% | -3.6% | -13.3% |
| YTD | -25.7% | -3.9% | -21.8% | -26.2% |
| 1Y | -38.6% | -13.3% | -25.3% | -35.3% |
| 3Y | -62.3% | +20.9% | -83.2% | -73.0% |
| 5Y | -90.1% | +20.5% | -110.6% | -93.0% |
| All | -90.1% | +22.4% | -112.5% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling