-15.1%
TLN vs NIO
-37.4%
+22.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | +10.9% | -6.7% | +17.6% | +12.4% |
| 30D | -6.3% | -20.0% | +13.7% | -2.1% |
| 3M | -10.7% | -30.5% | +19.8% | -4.0% |
| 6M | +1.6% | -20.7% | +22.3% | +4.0% |
| YTD | -13.1% | -25.7% | +12.6% | -10.0% |
| 1Y | -15.1% | -38.6% | +23.5% | -1.5% |
| All | -15.1% | -37.4% | +22.3% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling