+199.5%
TMO vs NIO
-51.7%
+251.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.4% |
| 7D | +0.8% | -14.5% | +15.2% | +1.7% |
| 30D | +4.0% | -15.0% | +19.0% | +5.0% |
| 3M | +17.6% | -35.6% | +53.2% | +20.6% |
| 6M | +57.3% | -55.7% | +112.9% | +64.7% |
| YTD | +21.2% | -43.1% | +64.3% | +24.5% |
| 1Y | +21.1% | -53.5% | +74.7% | +25.9% |
| 3Y | +58.8% | -59.8% | +118.7% | +62.0% |
| 5Y | +11.8% | -93.2% | +105.0% | +20.6% |
| All | +199.5% | -51.7% | +251.2% | +198.7% |
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