+122.7%
TGT vs NIO
-38.3%
+161.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.1% |
| 7D | -3.6% | -4.1% | +0.6% | -3.3% |
| 30D | +4.4% | -23.2% | +27.6% | +6.0% |
| 3M | +25.4% | -29.9% | +55.3% | +27.8% |
| 6M | +33.4% | -25.1% | +58.5% | +34.9% |
| YTD | +65.6% | -27.5% | +93.0% | +67.6% |
| 1Y | +80.3% | -41.1% | +121.4% | +84.3% |
| 3Y | +42.1% | -63.1% | +105.3% | +45.4% |
| 5Y | -25.0% | -90.4% | +65.4% | -21.3% |
| All | +122.7% | -38.3% | +161.0% | +119.7% |
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