+708.6%
TLN vs NIO
-63.0%
+771.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.2% | -2.2% |
| 7D | +11.0% | -14.5% | +25.5% | +12.9% |
| 30D | +4.9% | -15.0% | +19.9% | +6.7% |
| 3M | +4.9% | -35.6% | +40.5% | +9.9% |
| 6M | +7.1% | -55.7% | +62.8% | +16.4% |
| YTD | +0.3% | -43.1% | +43.4% | +5.7% |
| 1Y | +5.9% | -53.5% | +59.4% | +13.6% |
| 3Y | +578.5% | -59.8% | +638.3% | +599.0% |
| All | +708.6% | -63.0% | +771.6% | +734.0% |
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