-55.4%
TSLL vs NIO
-81.2%
+25.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -11.1% |
| 7D | +1.9% | -13.0% | +14.9% | +8.5% |
| 30D | +17.8% | -18.3% | +36.0% | +29.1% |
| 3M | -37.0% | -33.2% | -3.8% | -23.7% |
| 6M | -37.7% | -21.5% | -16.2% | -31.9% |
| YTD | -51.4% | -25.5% | -25.9% | -45.9% |
| 1Y | -23.4% | -38.0% | +14.6% | -8.3% |
| 3Y | -30.8% | -65.5% | +34.7% | -6.0% |
| All | -55.4% | -81.2% | +25.8% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling