-19.2%
TNA vs NIO
-90.3%
+71.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +4.1% | -6.7% | +10.7% | +6.8% |
| 30D | -7.6% | -20.0% | +12.4% | +0.8% |
| 3M | +8.1% | -30.5% | +38.5% | +24.3% |
| 6M | +49.0% | -20.7% | +69.7% | +58.8% |
| YTD | +51.7% | -25.7% | +77.4% | +64.9% |
| 1Y | +59.6% | -38.6% | +98.2% | +84.3% |
| 3Y | +118.9% | -62.3% | +181.1% | +172.6% |
| 5Y | -19.2% | -90.1% | +70.9% | +74.6% |
| All | -19.2% | -90.3% | +71.1% | +74.6% |
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