+155.2%
TJX vs NIO
-40.3%
+195.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.4% |
| 7D | -4.4% | -7.3% | +2.9% | -4.0% |
| 30D | -18.6% | -22.5% | +3.9% | -17.6% |
| 3M | -24.4% | -30.9% | +6.5% | -23.1% |
| 6M | -20.2% | -37.2% | +16.9% | -18.8% |
| YTD | -16.9% | -29.8% | +12.9% | -16.0% |
| 1Y | -8.5% | -37.4% | +28.9% | -7.3% |
| 3Y | +43.7% | -64.3% | +108.1% | +46.6% |
| 5Y | +97.3% | -90.6% | +187.9% | +108.5% |
| All | +155.2% | -40.3% | +195.5% | +133.3% |
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