-27.2%
TNA vs NIO
-40.3%
+13.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.1% |
| 7D | -7.6% | -7.3% | -0.3% | -5.5% |
| 30D | -13.6% | -22.5% | +8.9% | -6.9% |
| 3M | +2.8% | -30.9% | +33.7% | +14.3% |
| 6M | +34.5% | -37.2% | +71.7% | +52.3% |
| YTD | +41.0% | -29.8% | +70.8% | +53.2% |
| 1Y | +52.0% | -37.4% | +89.4% | +69.3% |
| 3Y | +103.5% | -64.3% | +167.8% | +143.6% |
| 5Y | -22.5% | -90.6% | +68.0% | +24.5% |
| All | -27.2% | -40.3% | +13.2% | -28.8% |
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 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