+163.2%
TMUS vs NIO
-51.7%
+214.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.5% |
| 7D | +4.9% | -14.5% | +19.4% | +5.4% |
| 30D | +7.7% | -15.0% | +22.7% | +8.2% |
| 3M | -6.8% | -35.6% | +28.8% | -5.6% |
| 6M | -9.7% | -55.7% | +46.0% | -7.5% |
| YTD | -15.0% | -43.1% | +28.2% | -13.8% |
| 1Y | -19.1% | -53.5% | +34.4% | -17.5% |
| 3Y | +21.4% | -59.8% | +81.3% | +22.4% |
| 5Y | +51.2% | -93.2% | +144.4% | +60.1% |
| All | +163.2% | -51.7% | +214.8% | +143.4% |
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