-10.3%
TSCO vs NIO
-90.7%
+80.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.2% |
| 7D | -3.1% | -7.3% | +4.1% | -2.7% |
| 30D | -4.4% | -22.5% | +18.2% | -3.0% |
| 3M | +9.7% | -30.9% | +40.6% | +12.0% |
| 6M | -32.4% | -37.2% | +4.8% | -30.8% |
| YTD | -31.7% | -29.8% | -1.9% | -30.6% |
| 1Y | -41.3% | -37.4% | -3.9% | -40.2% |
| 3Y | -18.3% | -64.3% | +46.0% | -15.8% |
| 5Y | -10.3% | -90.6% | +80.3% | -3.8% |
| All | -10.3% | -90.7% | +80.5% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling