+6.5%
TLT vs NIO
-59.9%
+66.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.1% |
| 7D | +0.1% | +5.6% | -5.5% | 0.0% |
| 30D | +6.2% | -4.2% | +10.4% | +6.3% |
| 3M | -0.3% | -26.3% | +26.0% | +0.2% |
| 6M | -3.4% | -42.5% | +39.2% | -2.4% |
| YTD | -3.1% | -33.5% | +30.4% | -2.6% |
| 1Y | -5.2% | -52.7% | +47.4% | -4.0% |
| 3Y | +6.5% | -57.5% | +63.9% | +7.5% |
| All | +6.5% | -59.9% | +66.4% | +7.5% |
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 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