+176.3%
TD vs NIO
-38.5%
+214.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -0.5% | -2.9% | +2.4% | -0.4% |
| 30D | -1.9% | -18.7% | +16.8% | -0.6% |
| 3M | +4.8% | -29.4% | +34.2% | +7.1% |
| 6M | +28.0% | -32.5% | +60.5% | +30.8% |
| YTD | +30.3% | -27.6% | +57.9% | +32.3% |
| 1Y | +59.8% | -39.2% | +99.0% | +63.6% |
| 3Y | +124.7% | -64.3% | +189.0% | +131.6% |
| 5Y | +127.0% | -90.3% | +217.2% | +144.1% |
| All | +176.3% | -38.5% | +214.8% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling