+676.7%
TLN vs NIO
-58.2%
+734.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.1% |
| 7D | +1.1% | +2.8% | -1.7% | +0.8% |
| 30D | -4.6% | -8.4% | +3.8% | -3.7% |
| 3M | +5.2% | -32.0% | +37.2% | +9.5% |
| 6M | -6.5% | -43.9% | +37.4% | -1.1% |
| YTD | -3.6% | -35.7% | +32.0% | +0.2% |
| 1Y | -8.2% | -51.1% | +42.9% | -2.2% |
| 3Y | +559.7% | -54.7% | +614.4% | +570.8% |
| All | +676.7% | -58.2% | +734.9% | +690.5% |
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