-44.5%
TOST vs NIO
-90.4%
+45.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.3% | -2.9% |
| 7D | +9.4% | +5.6% | +3.8% | +7.8% |
| 30D | +13.5% | -4.2% | +17.7% | +14.6% |
| 3M | -0.1% | -26.3% | +26.2% | +7.7% |
| 6M | +22.5% | -42.5% | +65.0% | +39.9% |
| YTD | -2.4% | -33.5% | +31.2% | +5.0% |
| 1Y | -4.7% | -52.7% | +48.0% | +12.2% |
| 3Y | +103.2% | -57.5% | +160.7% | +119.1% |
| 5Y | -41.2% | -92.0% | +50.7% | +3.3% |
| All | -44.5% | -90.4% | +45.8% | -8.4% |
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