-97.2%
TSLQ vs NIO
-82.4%
-14.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | -0.7% |
| 7D | -8.0% | -4.1% | -3.9% | -9.4% |
| 30D | -23.8% | -23.2% | -0.5% | -30.5% |
| 3M | -7.0% | -29.9% | +22.9% | -17.0% |
| 6M | -17.1% | -25.1% | +8.0% | -22.3% |
| YTD | +0.1% | -27.5% | +27.5% | -6.4% |
| 1Y | -51.2% | -41.1% | -10.1% | -56.3% |
| 3Y | -95.9% | -63.1% | -32.8% | -96.0% |
| All | -97.2% | -82.4% | -14.8% | -97.6% |
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