-29.0%
NIO vs TW
+221.1%
-250.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -13.0% | -2.3% | -10.7% | -12.2% |
| 30D | -18.3% | +3.9% | -22.2% | -19.5% |
| 3M | -33.2% | +5.7% | -38.9% | -35.2% |
| 6M | -21.5% | -14.5% | -7.0% | -17.3% |
| YTD | -25.5% | -0.9% | -24.6% | -26.5% |
| 1Y | -38.0% | -13.5% | -24.5% | -35.5% |
| 3Y | -65.5% | +25.0% | -90.4% | -70.8% |
| 5Y | -90.6% | +22.7% | -113.3% | -92.3% |
| All | -29.0% | +221.1% | -250.1% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling