-36.6%
TSLL vs NIO
-47.2%
+10.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.0% | -18.9% | -19.8% |
| 7D | -28.9% | -3.6% | -25.3% | -26.8% |
| 30D | -21.4% | -8.0% | -13.4% | -16.8% |
| 3M | +5.0% | -31.2% | +36.2% | +35.8% |
| 6M | -36.6% | -45.8% | +9.2% | -8.3% |
| All | -36.6% | -47.2% | +10.6% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling