-97.7%
TSLQ vs NIO
-86.2%
-11.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.9% | +8.7% | +1.9% |
| 7D | -16.8% | -14.5% | -2.4% | -21.4% |
| 30D | -18.0% | -15.0% | -3.0% | -22.4% |
| 3M | -34.5% | -35.6% | +1.1% | -43.5% |
| 6M | -8.9% | -55.7% | +46.7% | -30.0% |
| YTD | -19.0% | -43.1% | +24.1% | -30.1% |
| 1Y | -38.2% | -53.5% | +15.3% | -50.3% |
| 3Y | -96.9% | -59.8% | -37.1% | -96.9% |
| All | -97.7% | -86.2% | -11.5% | -98.2% |
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