+327.1%
TDG vs NIO
-40.3%
+367.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.4% |
| 7D | -2.7% | -7.3% | +4.6% | -2.1% |
| 30D | -9.3% | -22.5% | +13.2% | -7.5% |
| 3M | -7.1% | -30.9% | +23.8% | -4.5% |
| 6M | -11.2% | -37.2% | +26.0% | -8.3% |
| YTD | -15.3% | -29.8% | +14.5% | -13.6% |
| 1Y | -12.5% | -37.4% | +24.9% | -10.3% |
| 3Y | +51.2% | -64.3% | +115.5% | +56.7% |
| 5Y | +126.1% | -90.6% | +216.7% | +150.5% |
| All | +327.1% | -40.3% | +367.4% | +273.3% |
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