+275.8%
TRV vs NIO
-49.2%
+324.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +1.1% |
| 7D | +0.1% | -4.7% | +4.8% | +0.2% |
| 30D | +8.0% | -14.3% | +22.3% | +8.4% |
| 3M | +9.3% | -32.8% | +42.1% | +10.3% |
| 6M | +36.2% | -49.8% | +86.0% | +38.3% |
| YTD | +40.6% | -40.2% | +80.8% | +41.8% |
| 1Y | +43.1% | -52.7% | +95.8% | +45.2% |
| 3Y | +149.6% | -57.9% | +207.5% | +150.9% |
| 5Y | +181.6% | -92.9% | +274.5% | +194.8% |
| All | +275.8% | -49.2% | +324.9% | +236.8% |
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 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