+181.1%
TMUS vs NIO
-36.7%
+217.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.4% |
| 7D | +0.1% | -13.0% | +13.1% | +0.5% |
| 30D | +5.3% | -18.3% | +23.5% | +5.9% |
| 3M | +3.1% | -33.2% | +36.4% | +4.4% |
| 6M | -16.5% | -21.5% | +5.0% | -16.1% |
| YTD | -9.2% | -25.5% | +16.3% | -8.6% |
| 1Y | -26.5% | -38.0% | +11.5% | -25.8% |
| 3Y | +39.0% | -65.5% | +104.5% | +41.5% |
| 5Y | +40.4% | -90.6% | +131.0% | +47.1% |
| All | +181.1% | -36.7% | +217.7% | +158.0% |
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