+181.9%
TRI vs NIO
-49.2%
+231.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.6% |
| 7D | -7.5% | -4.7% | -2.8% | -7.4% |
| 30D | +3.9% | -14.3% | +18.2% | +4.4% |
| 3M | +7.2% | -32.8% | +40.0% | +8.4% |
| 6M | +27.0% | -49.8% | +76.8% | +29.5% |
| YTD | -14.0% | -40.2% | +26.1% | -13.1% |
| 1Y | -17.7% | -52.7% | +35.0% | -16.1% |
| 3Y | -10.7% | -57.9% | +47.2% | -10.1% |
| 5Y | +0.6% | -92.9% | +93.5% | +4.8% |
| All | +181.9% | -49.2% | +231.0% | +172.4% |
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