+215.7%
TECK vs NIO
-40.3%
+256.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.1% | -5.8% |
| 7D | -4.2% | -7.3% | +3.0% | -3.1% |
| 30D | -0.4% | -22.5% | +22.1% | +3.5% |
| 3M | +10.1% | -30.9% | +41.0% | +16.2% |
| 6M | +26.0% | -37.2% | +63.2% | +34.4% |
| YTD | +38.0% | -29.8% | +67.8% | +44.3% |
| 1Y | +63.8% | -37.4% | +101.2% | +73.1% |
| 3Y | +68.5% | -64.3% | +132.9% | +82.6% |
| 5Y | +179.2% | -90.6% | +269.8% | +237.9% |
| All | +215.7% | -40.3% | +256.0% | +168.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling