+731.6%
TLN vs NIO
-61.1%
+792.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +8.0% | +2.8% |
| 7D | +22.3% | -4.7% | +27.0% | +22.9% |
| 30D | +1.2% | -14.3% | +15.5% | +2.9% |
| 3M | +5.9% | -32.8% | +38.7% | +10.4% |
| 6M | +3.2% | -49.8% | +53.1% | +10.6% |
| YTD | +3.2% | -40.2% | +43.4% | +8.1% |
| 1Y | +5.2% | -52.7% | +57.9% | +12.6% |
| 3Y | +606.3% | -57.9% | +664.1% | +623.7% |
| All | +731.6% | -61.1% | +792.7% | +752.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling