+222.2%
TPR vs NIO
-51.7%
+273.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.8% | +0.5% |
| 7D | -0.3% | -14.5% | +14.2% | +1.7% |
| 30D | +15.1% | -15.0% | +30.1% | +17.4% |
| 3M | +3.5% | -35.6% | +39.1% | +9.3% |
| 6M | +0.4% | -55.7% | +56.1% | +10.9% |
| YTD | +4.6% | -43.1% | +47.7% | +11.1% |
| 1Y | +33.1% | -53.5% | +86.6% | +44.9% |
| 3Y | +396.0% | -59.8% | +455.8% | +421.5% |
| 5Y | +230.3% | -93.2% | +323.5% | +302.8% |
| All | +222.2% | -51.7% | +273.8% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling