+134.3%
TSCO vs NIO
-51.7%
+186.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.2% |
| 7D | +0.3% | -14.5% | +14.7% | +1.1% |
| 30D | +11.3% | -15.0% | +26.3% | +12.2% |
| 3M | +1.5% | -35.6% | +37.0% | +3.7% |
| 6M | +24.0% | -55.7% | +79.6% | +29.0% |
| YTD | -25.7% | -43.1% | +17.5% | -23.9% |
| 1Y | -33.6% | -53.5% | +20.0% | -31.3% |
| 3Y | -1.5% | -59.8% | +58.3% | +0.2% |
| 5Y | -9.6% | -93.2% | +83.6% | -2.3% |
| All | +134.3% | -51.7% | +186.0% | +121.6% |
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