+41.6%
TFC vs NIO
-36.8%
+78.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | +2.2% | -6.7% | +8.9% | +2.8% |
| 30D | -2.5% | -20.0% | +17.6% | -0.8% |
| 3M | +4.5% | -30.5% | +35.0% | +7.4% |
| 6M | +11.0% | -20.7% | +31.7% | +12.1% |
| YTD | +5.9% | -25.7% | +31.6% | +7.4% |
| 1Y | +14.6% | -38.6% | +53.1% | +17.5% |
| 3Y | +96.7% | -62.3% | +159.0% | +103.0% |
| 5Y | +15.6% | -90.1% | +105.6% | +25.7% |
| All | +41.6% | -36.8% | +78.4% | +27.1% |
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