+263.9%
TPR vs NIO
-92.2%
+356.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +12.7% | +6.9% | +5.8% | +11.2% |
| 30D | +17.1% | -4.7% | +21.8% | +18.0% |
| 3M | -15.9% | -28.1% | +12.2% | -10.9% |
| 6M | +2.6% | -41.7% | +44.3% | +12.1% |
| YTD | +7.5% | -33.1% | +40.6% | +13.4% |
| 1Y | +32.9% | -50.3% | +83.2% | +47.9% |
| 3Y | +413.8% | -54.4% | +468.2% | +437.2% |
| 5Y | +263.9% | -91.6% | +355.5% | +389.7% |
| All | +263.9% | -92.2% | +356.0% | +389.7% |
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 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