+680.9%
TLN vs NIO
-56.5%
+737.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.2% |
| 7D | +9.1% | +6.9% | +2.2% | +8.2% |
| 30D | -4.1% | -4.7% | +0.7% | -3.6% |
| 3M | +4.4% | -28.1% | +32.5% | +8.0% |
| 6M | -6.0% | -41.7% | +35.7% | -1.0% |
| YTD | -3.1% | -33.1% | +30.0% | +0.3% |
| 1Y | -6.1% | -50.3% | +44.2% | -0.1% |
| 3Y | +575.3% | -54.4% | +629.7% | +584.7% |
| All | +680.9% | -56.5% | +737.4% | +691.4% |
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 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