+109.8%
TEM vs NIO
-21.8%
+131.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.4% | +10.9% |
| 7D | +7.6% | +6.9% | +0.7% | +5.9% |
| 30D | +19.0% | -4.7% | +23.8% | +20.6% |
| 3M | +62.2% | -28.1% | +90.3% | +75.8% |
| 6M | +69.4% | -41.7% | +111.1% | +91.5% |
| YTD | +43.0% | -33.1% | +76.1% | +54.9% |
| 1Y | +18.0% | -50.3% | +68.3% | +36.8% |
| All | +109.8% | -21.8% | +131.6% | +94.2% |
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