-42.8%
TOST vs NIO
-92.2%
+49.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.0% | +6.9% | -2.9% | +2.2% |
| 30D | +11.1% | -4.7% | +15.8% | +12.4% |
| 3M | +0.8% | -28.1% | +28.9% | +9.5% |
| 6M | +38.8% | -41.7% | +80.5% | +57.9% |
| YTD | -2.1% | -33.1% | +31.1% | +5.1% |
| 1Y | -6.0% | -50.3% | +44.3% | +9.2% |
| 3Y | +149.8% | -54.4% | +204.1% | +162.2% |
| 5Y | -42.8% | -91.6% | +48.8% | +0.4% |
| All | -42.8% | -92.2% | +49.4% | +0.4% |
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 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