+160.7%
TMO vs NIO
-38.5%
+199.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.9% |
| 7D | -0.6% | -2.9% | +2.2% | -0.5% |
| 30D | +1.1% | -18.7% | +19.9% | +2.4% |
| 3M | +28.3% | -29.4% | +57.8% | +30.9% |
| 6M | +23.3% | -32.5% | +55.8% | +25.7% |
| YTD | +5.5% | -27.6% | +33.1% | +6.8% |
| 1Y | +24.5% | -39.2% | +63.8% | +27.1% |
| 3Y | +19.6% | -64.3% | +83.8% | +22.7% |
| 5Y | +8.1% | -90.3% | +98.4% | +14.4% |
| All | +160.7% | -38.5% | +199.2% | +156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling