-62.3%
NIO vs TXT
+4.5%
-66.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -13.0% | -4.8% | -8.3% | -11.2% |
| 30D | -18.3% | -10.6% | -7.7% | -14.4% |
| 3M | -33.2% | -13.2% | -20.0% | -29.7% |
| 6M | -21.5% | -20.3% | -1.1% | -14.2% |
| YTD | -25.5% | -9.3% | -16.2% | -24.6% |
| 1Y | -38.0% | -2.7% | -35.3% | -39.8% |
| All | -62.3% | +4.5% | -66.8% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling