-60.9%
TSLL vs NIO
-56.1%
-4.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.0% | -18.9% | -20.7% |
| 7D | -28.9% | -3.6% | -25.3% | -27.7% |
| 30D | -21.4% | -8.0% | -13.4% | -18.7% |
| 3M | +5.0% | -31.2% | +36.2% | +21.1% |
| 6M | -36.6% | -45.8% | +9.2% | -21.2% |
| YTD | -56.6% | -37.3% | -19.4% | -49.2% |
| 1Y | -60.9% | -56.1% | -4.8% | -41.9% |
| All | -60.9% | -56.1% | -4.8% | -41.9% |
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