+48.7%
TMUS vs NIO
-92.0%
+140.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.3% |
| 7D | +9.5% | +2.8% | +6.7% | +9.4% |
| 30D | +13.8% | -8.4% | +22.2% | +13.9% |
| 3M | -4.6% | -32.0% | +27.4% | -3.9% |
| 6M | -11.7% | -43.9% | +32.2% | -10.8% |
| YTD | -15.4% | -35.7% | +20.3% | -14.9% |
| 1Y | -16.1% | -51.1% | +35.0% | -15.1% |
| 3Y | +20.5% | -54.7% | +75.2% | +20.9% |
| 5Y | +48.7% | -91.7% | +140.5% | +46.8% |
| All | +48.7% | -92.0% | +140.7% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling