+162.4%
TMO vs NIO
-36.7%
+199.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -1.4% | -13.0% | +11.7% | -0.5% |
| 30D | +6.2% | -18.3% | +24.5% | +7.5% |
| 3M | +27.5% | -33.2% | +60.7% | +30.4% |
| 6M | +20.0% | -21.5% | +41.4% | +21.0% |
| YTD | +6.1% | -25.5% | +31.6% | +7.3% |
| 1Y | +25.8% | -38.0% | +63.9% | +28.3% |
| 3Y | +11.2% | -65.5% | +76.7% | +14.4% |
| 5Y | +9.6% | -90.6% | +100.1% | +16.0% |
| All | +162.4% | -36.7% | +199.0% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling