+67.7%
T vs NIO
-90.7%
+158.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.9% |
| 7D | -1.3% | -13.0% | +11.8% | -0.8% |
| 30D | +11.4% | -18.3% | +29.6% | +12.1% |
| 3M | +14.3% | -33.2% | +47.5% | +15.9% |
| 6M | -9.3% | -21.5% | +12.2% | -8.7% |
| YTD | +7.1% | -25.5% | +32.6% | +7.9% |
| 1Y | -9.1% | -38.0% | +28.9% | -8.0% |
| 3Y | +105.3% | -65.5% | +170.8% | +111.0% |
| All | +67.7% | -90.7% | +158.4% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 5y: compounded portfolio wealth divided by compounded NIO 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…
5y analysis · Full analysis span regression · 6 months rolling