+595.5%
TSEM vs NIO
-51.7%
+647.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.0% | -6.3% |
| 7D | +7.0% | -14.5% | +21.4% | +9.0% |
| 30D | -29.8% | -15.0% | -14.8% | -28.3% |
| 3M | -41.9% | -35.6% | -6.4% | -38.8% |
| 6M | -45.8% | -55.7% | +9.9% | -40.3% |
| YTD | +25.1% | -43.1% | +68.2% | +33.7% |
| 1Y | +48.2% | -53.5% | +101.8% | +61.7% |
| 3Y | +476.5% | -59.8% | +536.3% | +512.5% |
| 5Y | +301.4% | -93.2% | +394.7% | +382.8% |
| All | +595.5% | -51.7% | +647.2% | +567.4% |
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