+197.2%
TPR vs NIO
-36.7%
+233.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -2.3% | -13.0% | +10.7% | -0.5% |
| 30D | -23.0% | -18.3% | -4.7% | -21.0% |
| 3M | -12.5% | -33.2% | +20.7% | -7.9% |
| 6M | -21.4% | -21.5% | +0.1% | -19.7% |
| YTD | -3.5% | -25.5% | +22.0% | -0.9% |
| 1Y | +17.4% | -38.0% | +55.4% | +22.7% |
| 3Y | +291.3% | -65.5% | +356.7% | +319.0% |
| 5Y | +241.9% | -90.6% | +332.5% | +300.9% |
| All | +197.2% | -36.7% | +233.8% | +160.8% |
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