+174.9%
TEL vs NIO
-49.2%
+224.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.1% | -0.1% |
| 7D | +5.6% | -4.7% | +10.2% | +6.0% |
| 30D | +0.9% | -14.3% | +15.2% | +2.4% |
| 3M | +2.1% | -32.8% | +34.9% | +6.1% |
| 6M | +2.7% | -49.8% | +52.5% | +9.5% |
| YTD | -3.2% | -40.2% | +37.0% | +0.9% |
| 1Y | -10.6% | -52.7% | +42.1% | -4.7% |
| 3Y | +79.8% | -57.9% | +137.7% | +86.0% |
| 5Y | +43.3% | -92.9% | +136.1% | +65.4% |
| All | +174.9% | -49.2% | +224.1% | +148.8% |
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