+39.5%
TMUS vs NIO
-64.6%
+104.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.5% |
| 7D | +0.1% | -13.0% | +13.1% | -0.2% |
| 30D | +5.3% | -18.3% | +23.5% | +4.8% |
| 3M | +3.1% | -33.2% | +36.4% | +2.4% |
| 6M | -16.5% | -21.5% | +5.0% | -16.7% |
| YTD | -9.2% | -25.5% | +16.3% | -9.5% |
| 1Y | -26.5% | -38.0% | +11.5% | -27.0% |
| All | +39.5% | -64.6% | +104.0% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling