+172.2%
TJX vs NIO
-51.7%
+223.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.0% |
| 7D | -0.3% | -14.5% | +14.1% | +0.4% |
| 30D | -5.6% | -15.0% | +9.4% | -4.9% |
| 3M | -12.3% | -35.6% | +23.2% | -10.6% |
| 6M | -7.7% | -55.7% | +48.0% | -4.4% |
| YTD | -11.4% | -43.1% | +31.7% | -9.6% |
| 1Y | -7.0% | -53.5% | +46.5% | -4.3% |
| 3Y | +53.3% | -59.8% | +113.1% | +55.3% |
| 5Y | +109.9% | -93.2% | +203.1% | +125.1% |
| All | +172.2% | -51.7% | +223.9% | +151.1% |
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