-51.1%
NIO vs TXT
+4.6%
-55.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.8% |
| 30D | -6.6% | +13.4% | -20.0% | -7.2% |
| 3M | -29.9% | -2.5% | -27.3% | -29.8% |
| 6M | -46.6% | -6.2% | -40.4% | -46.4% |
| YTD | -36.5% | -1.3% | -35.1% | -37.7% |
| 1Y | -51.1% | +4.3% | -55.5% | -55.9% |
| All | -51.1% | +4.6% | -55.7% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling