-56.8%
TSLL vs NIO
-83.2%
+26.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.9% | +2.7% | +5.9% |
| 7D | -21.2% | +5.6% | -26.8% | -22.9% |
| 30D | -13.3% | -4.2% | -9.1% | -11.4% |
| 3M | +15.4% | -26.3% | +41.7% | +32.7% |
| 6M | -34.2% | -42.5% | +8.3% | -15.4% |
| YTD | -52.9% | -33.5% | -19.4% | -44.8% |
| 1Y | -54.3% | -52.7% | -1.7% | -37.7% |
| 3Y | -18.4% | -57.5% | +39.1% | +1.3% |
| All | -56.8% | -83.2% | +26.4% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling