+163.4%
TEL vs NIO
-36.7%
+200.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +3.0% | -13.0% | +16.0% | +4.4% |
| 30D | -3.9% | -18.3% | +14.4% | -2.1% |
| 3M | -5.1% | -33.2% | +28.1% | -1.4% |
| 6M | +0.6% | -21.5% | +22.1% | +2.3% |
| YTD | -7.3% | -25.5% | +18.2% | -5.3% |
| 1Y | +1.1% | -38.0% | +39.2% | +4.7% |
| 3Y | +63.7% | -65.5% | +129.1% | +72.2% |
| 5Y | +50.7% | -90.6% | +141.3% | +69.3% |
| All | +163.4% | -36.7% | +200.0% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling