+940.8%
TSEM vs NIO
-36.8%
+977.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +10.4% | -6.7% | +17.1% | +11.3% |
| 30D | -12.9% | -20.0% | +7.1% | -10.6% |
| 3M | -9.2% | -30.5% | +21.3% | -5.2% |
| 6M | +98.8% | -20.7% | +119.5% | +104.4% |
| YTD | +87.2% | -25.7% | +112.9% | +93.6% |
| 1Y | +239.0% | -38.6% | +277.5% | +256.1% |
| 3Y | +679.5% | -62.3% | +741.8% | +725.6% |
| 5Y | +667.3% | -90.1% | +757.3% | +782.0% |
| All | +940.8% | -36.8% | +977.6% | +866.2% |
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