+56.7%
TOST vs NIO
-64.6%
+121.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.2% |
| 7D | -3.4% | -13.0% | +9.6% | -1.8% |
| 30D | -2.4% | -18.3% | +15.8% | -0.1% |
| 3M | +34.6% | -33.2% | +67.8% | +41.1% |
| 6M | +15.2% | -21.5% | +36.7% | +17.4% |
| YTD | -4.4% | -25.5% | +21.1% | -2.2% |
| 1Y | -17.4% | -38.0% | +20.6% | -13.8% |
| All | +56.7% | -64.6% | +121.3% | +67.1% |
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