-50.9%
NIO vs TXT
+24.1%
-75.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | -6.6% | +13.4% | -20.0% | -13.4% |
| 3M | -29.9% | -2.5% | -27.3% | -29.6% |
| 6M | -46.6% | -6.2% | -40.4% | -45.9% |
| YTD | -36.5% | -1.3% | -35.1% | -38.2% |
| 1Y | -51.1% | +4.3% | -55.5% | -54.0% |
| 3Y | -55.2% | +13.2% | -68.5% | -60.6% |
| 5Y | -92.3% | +12.4% | -104.7% | -93.1% |
| All | -50.9% | +24.1% | -75.1% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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