+142.9%
TNA vs NIO
-56.9%
+199.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.8% | -0.9% |
| 7D | -0.5% | +2.8% | -3.3% | -1.2% |
| 30D | -0.7% | -8.4% | +7.7% | +2.0% |
| 3M | -21.5% | -32.0% | +10.5% | -12.3% |
| 6M | -11.2% | -43.9% | +32.7% | +4.0% |
| YTD | +27.0% | -35.7% | +62.7% | +41.1% |
| 1Y | +28.0% | -51.1% | +79.2% | +53.9% |
| 3Y | +142.9% | -54.7% | +197.6% | +180.3% |
| All | +142.9% | -56.9% | +199.8% | +180.3% |
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