+7.4%
TMO vs NIO
-90.4%
+97.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.7% |
| 7D | -0.5% | -4.1% | +3.7% | -0.1% |
| 30D | +1.0% | -23.2% | +24.2% | +3.3% |
| 3M | +22.7% | -29.9% | +52.6% | +26.4% |
| 6M | +19.0% | -25.1% | +44.1% | +21.0% |
| YTD | +4.7% | -27.5% | +32.2% | +6.6% |
| 1Y | +26.0% | -41.1% | +67.1% | +30.2% |
| 3Y | +18.0% | -63.1% | +81.1% | +23.0% |
| All | +7.4% | -90.4% | +97.8% | +17.3% |
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 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