-34.5%
TLT vs NIO
-93.2%
+58.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.3% |
| 7D | -3.1% | -14.5% | +11.4% | -2.9% |
| 30D | +1.0% | -15.0% | +16.0% | +1.3% |
| 3M | -2.7% | -35.6% | +32.8% | -2.1% |
| 6M | -4.1% | -55.7% | +51.5% | -3.0% |
| YTD | -5.4% | -43.1% | +37.8% | -4.7% |
| 1Y | -7.0% | -53.5% | +46.5% | -6.1% |
| 3Y | +2.8% | -59.8% | +62.7% | +3.2% |
| All | -34.5% | -93.2% | +58.7% | -39.2% |
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