-39.7%
TSLL vs NIO
-53.2%
+13.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.9% | +9.2% | +5.6% |
| 7D | +33.0% | -4.7% | +37.7% | +35.2% |
| 30D | +7.7% | -14.3% | +22.0% | +14.2% |
| 3M | +34.7% | -32.8% | +67.5% | +56.2% |
| 6M | -31.5% | -49.8% | +18.3% | -13.5% |
| YTD | -42.4% | -40.2% | -2.2% | -31.6% |
| 1Y | -39.7% | -52.7% | +13.0% | -22.0% |
| All | -39.7% | -53.2% | +13.5% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling