+103.2%
TOST vs NIO
-59.9%
+163.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.3% | -2.1% |
| 7D | +9.4% | +5.6% | +3.8% | +8.7% |
| 30D | +13.5% | -4.2% | +17.7% | +14.0% |
| 3M | -0.1% | -26.3% | +26.2% | +3.1% |
| 6M | +22.5% | -42.5% | +65.0% | +29.5% |
| YTD | -2.4% | -33.5% | +31.2% | +0.9% |
| 1Y | -4.7% | -52.7% | +48.0% | +2.6% |
| 3Y | +103.2% | -57.5% | +160.7% | +114.4% |
| All | +103.2% | -59.9% | +163.1% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling