+952.7%
TSEM vs NIO
-36.7%
+989.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.4% | +8.0% |
| 7D | +6.9% | -13.0% | +19.9% | +8.6% |
| 30D | +5.3% | -18.3% | +23.6% | +7.8% |
| 3M | -14.9% | -33.2% | +18.3% | -10.7% |
| 6M | +80.0% | -21.5% | +101.5% | +85.3% |
| YTD | +89.4% | -25.5% | +114.8% | +95.7% |
| 1Y | +253.1% | -38.0% | +291.1% | +270.5% |
| 3Y | +642.1% | -65.5% | +707.6% | +693.1% |
| 5Y | +659.1% | -90.6% | +749.7% | +777.1% |
| All | +952.7% | -36.7% | +989.4% | +877.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling