+578.5%
TLN vs NIO
-60.1%
+638.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.2% | -2.2% |
| 7D | +11.0% | -14.5% | +25.5% | +13.1% |
| 30D | +4.9% | -15.0% | +19.9% | +6.9% |
| 3M | +4.9% | -35.6% | +40.5% | +10.4% |
| 6M | +7.1% | -55.7% | +62.8% | +17.5% |
| YTD | +0.3% | -43.1% | +43.4% | +6.3% |
| 1Y | +5.9% | -53.5% | +59.4% | +14.5% |
| 3Y | +578.5% | -59.8% | +638.3% | +599.8% |
| All | +578.5% | -60.1% | +638.6% | +599.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling