+21.3%
TFC vs NIO
-54.1%
+75.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.5% | +3.1% |
| 7D | +5.1% | -0.6% | +5.7% | +5.0% |
| 30D | +9.8% | -3.5% | +13.3% | +9.7% |
| 3M | -2.4% | -30.7% | +28.2% | -3.7% |
| 6M | +4.9% | -45.6% | +50.6% | +3.2% |
| YTD | +6.6% | -35.3% | +41.9% | +4.3% |
| 1Y | +21.3% | -53.9% | +75.2% | +20.2% |
| All | +21.3% | -54.1% | +75.4% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling