+621.1%
TSEM vs NIO
-43.2%
+664.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.6% | +10.3% | +10.8% |
| 7D | -2.0% | +6.9% | -8.8% | -2.7% |
| 30D | -33.4% | -4.7% | -28.7% | -33.0% |
| 3M | -39.7% | -28.1% | -11.6% | -37.3% |
| 6M | -27.8% | -41.7% | +13.9% | -23.0% |
| YTD | +29.7% | -33.1% | +62.8% | +35.9% |
| 1Y | +81.1% | -50.3% | +131.4% | +95.7% |
| 3Y | +529.3% | -54.4% | +583.6% | +557.8% |
| 5Y | +315.0% | -91.6% | +406.6% | +386.8% |
| All | +621.1% | -43.2% | +664.2% | +578.4% |
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 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