+46.8%
TEL vs NIO
-92.2%
+138.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | +0.6% | +6.9% | -6.3% | -0.3% |
| 30D | +0.2% | -4.7% | +5.0% | +0.8% |
| 3M | +1.5% | -28.1% | +29.6% | +5.6% |
| 6M | +6.9% | -41.7% | +48.6% | +13.7% |
| YTD | -2.8% | -33.1% | +30.3% | +1.0% |
| 1Y | -8.8% | -50.3% | +41.5% | -1.8% |
| 3Y | +84.3% | -54.4% | +138.6% | +90.6% |
| 5Y | +46.8% | -91.6% | +138.4% | +71.6% |
| All | +46.8% | -92.2% | +138.9% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling