+242.6%
TRV vs NIO
-40.3%
+282.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.6% |
| 7D | -1.5% | -7.3% | +5.8% | -1.3% |
| 30D | -1.8% | -22.5% | +20.7% | -1.2% |
| 3M | +21.6% | -30.9% | +52.5% | +22.6% |
| 6M | +22.5% | -37.2% | +59.6% | +23.6% |
| YTD | +28.1% | -29.8% | +58.0% | +28.9% |
| 1Y | +37.0% | -37.4% | +74.4% | +38.0% |
| 3Y | +141.9% | -64.3% | +206.2% | +144.5% |
| 5Y | +158.5% | -90.6% | +249.1% | +168.2% |
| All | +242.6% | -40.3% | +282.9% | +206.0% |
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