-49.1%
TSLL vs NIO
-85.7%
+36.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -1.5% |
| 7D | +17.8% | -14.5% | +32.3% | +26.2% |
| 30D | +8.2% | -15.0% | +23.2% | +16.5% |
| 3M | +20.9% | -35.6% | +56.4% | +47.5% |
| 6M | -37.5% | -55.7% | +18.2% | -9.9% |
| YTD | -44.5% | -43.1% | -1.4% | -30.3% |
| 1Y | -33.0% | -53.5% | +20.6% | -8.4% |
| 3Y | -6.4% | -59.8% | +53.5% | +18.4% |
| All | -49.1% | -85.7% | +36.5% | -8.3% |
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