-42.4%
NIO vs TXT
+14.2%
-56.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -13.0% | -4.8% | -8.3% | -10.6% |
| 30D | -18.3% | -10.6% | -7.7% | -13.1% |
| 3M | -33.2% | -13.2% | -20.0% | -28.5% |
| 6M | -21.5% | -20.3% | -1.1% | -12.5% |
| YTD | -25.5% | -9.3% | -16.2% | -23.4% |
| 1Y | -38.0% | -2.7% | -35.3% | -39.0% |
| 3Y | -65.5% | +1.4% | -66.8% | -67.3% |
| 5Y | -90.6% | +9.6% | -100.1% | -91.4% |
| All | -42.4% | +14.2% | -56.6% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling