+231.5%
TECK vs NIO
-36.7%
+268.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -0.3% | -13.0% | +12.7% | +1.7% |
| 30D | +4.6% | -18.3% | +22.9% | +7.8% |
| 3M | +3.0% | -33.2% | +36.2% | +9.2% |
| 6M | +25.1% | -21.5% | +46.6% | +28.9% |
| YTD | +44.9% | -25.5% | +70.4% | +50.1% |
| 1Y | +112.3% | -38.0% | +150.3% | +124.3% |
| 3Y | +67.8% | -65.5% | +133.3% | +82.6% |
| 5Y | +200.8% | -90.6% | +291.3% | +263.3% |
| All | +231.5% | -36.7% | +268.1% | +179.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling