+44.7%
TFC vs NIO
-36.7%
+81.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.2% |
| 7D | +2.4% | -13.0% | +15.5% | +3.5% |
| 30D | -1.3% | -18.3% | +17.0% | +0.2% |
| 3M | +6.1% | -33.2% | +39.3% | +9.3% |
| 6M | +7.3% | -21.5% | +28.8% | +8.5% |
| YTD | +8.2% | -25.5% | +33.7% | +9.7% |
| 1Y | +14.4% | -38.0% | +52.4% | +17.3% |
| 3Y | +93.7% | -65.5% | +159.2% | +101.3% |
| 5Y | +16.4% | -90.6% | +107.0% | +27.0% |
| All | +44.7% | -36.7% | +81.4% | +29.8% |
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