+182.0%
TRI vs NIO
-51.7%
+233.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +5.0% | +0.2% |
| 7D | -2.9% | -14.5% | +11.5% | -2.5% |
| 30D | +3.7% | -15.0% | +18.7% | +4.2% |
| 3M | +3.7% | -35.6% | +39.3% | +5.1% |
| 6M | +35.1% | -55.7% | +90.8% | +38.4% |
| YTD | -14.0% | -43.1% | +29.1% | -12.9% |
| 1Y | -19.0% | -53.5% | +34.6% | -17.3% |
| 3Y | -12.0% | -59.8% | +47.8% | -11.3% |
| 5Y | +0.6% | -93.2% | +93.9% | +5.0% |
| All | +182.0% | -51.7% | +233.7% | +172.9% |
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