-40.4%
TOST vs NIO
-92.6%
+52.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | +11.6% | -3.6% | +15.2% | +12.7% |
| 30D | +16.2% | -8.0% | +24.3% | +18.7% |
| 3M | +1.0% | -31.2% | +32.2% | +11.0% |
| 6M | +23.2% | -45.8% | +69.0% | +42.9% |
| YTD | -1.0% | -37.3% | +36.3% | +8.1% |
| 1Y | -9.9% | -56.1% | +46.2% | +8.2% |
| 3Y | +101.0% | -61.1% | +162.1% | +123.0% |
| 5Y | -40.4% | -92.4% | +52.0% | -0.6% |
| All | -40.4% | -92.6% | +52.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling