-36.0%
TNA vs NIO
-49.2%
+13.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -3.2% |
| 7D | +7.7% | -4.7% | +12.4% | +9.3% |
| 30D | -0.7% | -14.3% | +13.6% | +4.3% |
| 3M | -25.4% | -32.8% | +7.4% | -16.0% |
| 6M | -11.8% | -49.8% | +38.0% | +7.4% |
| YTD | +23.9% | -40.2% | +64.1% | +41.3% |
| 1Y | +25.6% | -52.7% | +78.3% | +53.3% |
| 3Y | +137.1% | -57.9% | +195.0% | +171.6% |
| 5Y | -45.4% | -92.9% | +47.4% | -5.5% |
| All | -36.0% | -49.2% | +13.2% | -34.3% |
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 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