+95.2%
TJX vs NIO
-90.3%
+185.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.0% |
| 7D | -4.0% | -4.1% | +0.2% | -3.7% |
| 30D | -20.3% | -23.2% | +2.9% | -19.3% |
| 3M | -23.3% | -29.9% | +6.7% | -21.9% |
| 6M | -19.7% | -25.1% | +5.4% | -19.0% |
| YTD | -17.1% | -27.5% | +10.3% | -16.3% |
| 1Y | -8.8% | -41.1% | +32.3% | -7.1% |
| 3Y | +43.4% | -63.1% | +106.5% | +47.1% |
| 5Y | +95.2% | -90.4% | +185.6% | +108.4% |
| All | +95.2% | -90.3% | +185.5% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling