+416.5%
TPR vs NIO
-59.9%
+476.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -7.0% | -1.7% |
| 7D | +14.2% | +5.6% | +8.6% | +13.4% |
| 30D | +17.1% | -4.2% | +21.3% | +17.6% |
| 3M | -17.7% | -26.3% | +8.6% | -14.9% |
| 6M | -10.2% | -42.5% | +32.4% | -4.7% |
| YTD | +4.9% | -33.5% | +38.4% | +8.7% |
| 1Y | +36.1% | -52.7% | +88.8% | +46.4% |
| 3Y | +416.5% | -57.5% | +473.9% | +432.3% |
| All | +416.5% | -59.9% | +476.3% | +432.3% |
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