-45.7%
TOST vs NIO
-89.2%
+43.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | -3.4% | -13.0% | +9.6% | +0.1% |
| 30D | -2.4% | -18.3% | +15.8% | +2.7% |
| 3M | +34.6% | -33.2% | +67.8% | +48.9% |
| 6M | +15.2% | -21.5% | +36.7% | +19.7% |
| YTD | -4.4% | -25.5% | +21.1% | 0.0% |
| 1Y | -17.4% | -38.0% | +20.6% | -10.5% |
| 3Y | +54.5% | -65.5% | +119.9% | +81.2% |
| All | -45.7% | -89.2% | +43.5% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling