-97.6%
TSLQ vs NIO
-83.8%
-13.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.6% | -11.7% | -10.9% |
| 7D | +8.5% | +6.9% | +1.6% | +11.6% |
| 30D | -4.8% | -4.7% | 0.0% | -5.9% |
| 3M | -34.9% | -28.1% | -6.8% | -41.5% |
| 6M | -10.6% | -41.7% | +31.1% | -23.9% |
| YTD | -13.4% | -33.1% | +19.8% | -20.7% |
| 1Y | -25.9% | -50.3% | +24.4% | -38.8% |
| 3Y | -96.9% | -54.4% | -42.6% | -96.8% |
| All | -97.6% | -83.8% | -13.8% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling