-49.2%
NIO vs TXT
+4.2%
-53.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | +6.9% | -3.5% | +10.4% | +7.1% |
| 30D | -4.7% | +15.2% | -19.9% | -5.4% |
| 3M | -28.1% | -4.5% | -23.6% | -27.9% |
| 6M | -41.7% | -6.1% | -35.6% | -41.6% |
| YTD | -33.1% | -2.0% | -31.2% | -34.5% |
| All | -49.2% | +4.2% | -53.4% | -54.4% |
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