-20.6%
TNA vs NIO
-36.7%
+16.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | -0.1% | -13.0% | +13.0% | +4.1% |
| 30D | -4.9% | -18.3% | +13.4% | +0.8% |
| 3M | +0.4% | -33.2% | +33.6% | +12.9% |
| 6M | +32.5% | -21.5% | +54.0% | +39.8% |
| YTD | +53.7% | -25.5% | +79.2% | +64.0% |
| 1Y | +65.1% | -38.0% | +103.1% | +83.9% |
| 3Y | +98.4% | -65.5% | +163.9% | +139.8% |
| 5Y | -22.5% | -90.6% | +68.1% | +24.0% |
| All | -20.6% | -36.7% | +16.0% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling