-44.8%
TOST vs NIO
-90.7%
+45.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.3% |
| 7D | +3.0% | +2.8% | +0.1% | +2.1% |
| 30D | +10.3% | -8.4% | +18.6% | +12.7% |
| 3M | -3.3% | -32.0% | +28.7% | +6.5% |
| 6M | +37.8% | -43.9% | +81.7% | +58.4% |
| YTD | -2.8% | -35.7% | +32.9% | +5.4% |
| 1Y | -9.6% | -51.1% | +41.5% | +5.5% |
| 3Y | +144.6% | -54.7% | +199.3% | +156.3% |
| 5Y | -31.0% | -91.7% | +60.7% | +20.1% |
| All | -44.8% | -90.7% | +45.9% | -8.0% |
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