+161.2%
TMUS vs NIO
-43.2%
+204.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.1% |
| 7D | +5.3% | +6.9% | -1.6% | +5.1% |
| 30D | +13.5% | -4.7% | +18.3% | +13.7% |
| 3M | -4.2% | -28.1% | +23.8% | -3.3% |
| 6M | -11.9% | -41.7% | +29.8% | -10.5% |
| YTD | -15.6% | -33.1% | +17.6% | -14.8% |
| 1Y | -16.8% | -50.3% | +33.5% | -15.3% |
| 3Y | +20.8% | -54.4% | +75.1% | +21.4% |
| 5Y | +48.0% | -91.6% | +139.6% | +55.7% |
| All | +161.2% | -43.2% | +204.4% | +140.5% |
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 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