-54.3%
TSLL vs NIO
-54.3%
-0.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.9% | +2.7% | +6.2% |
| 7D | -21.2% | +5.6% | -26.8% | -22.7% |
| 30D | -13.3% | -4.2% | -9.1% | -11.8% |
| 3M | +15.4% | -26.3% | +41.7% | +29.5% |
| 6M | -34.2% | -42.5% | +8.3% | -20.3% |
| YTD | -52.9% | -33.5% | -19.4% | -46.1% |
| 1Y | -54.3% | -52.7% | -1.7% | -35.0% |
| All | -54.3% | -54.3% | -0.1% | -35.0% |
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