+173.1%
TEL vs NIO
-51.7%
+224.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.2% |
| 7D | +4.5% | -14.5% | +19.0% | +6.1% |
| 30D | +2.9% | -15.0% | +17.9% | +4.5% |
| 3M | +1.1% | -35.6% | +36.7% | +5.5% |
| 6M | +5.0% | -55.7% | +60.6% | +13.3% |
| YTD | -3.9% | -43.1% | +39.3% | +0.7% |
| 1Y | -7.4% | -53.5% | +46.1% | -1.2% |
| 3Y | +81.0% | -59.8% | +140.8% | +88.1% |
| 5Y | +42.3% | -93.2% | +135.5% | +65.1% |
| All | +173.1% | -51.7% | +224.7% | +148.3% |
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