-97.3%
TSLQ vs NIO
-83.9%
-13.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +5.9% | -14.3% | -6.2% |
| 7D | +19.7% | +5.6% | +14.1% | +22.6% |
| 30D | +4.1% | -4.2% | +8.4% | +3.2% |
| 3M | -30.9% | -26.3% | -4.6% | -37.3% |
| 6M | -13.6% | -42.5% | +28.9% | -26.9% |
| YTD | -2.6% | -33.5% | +30.9% | -11.0% |
| 1Y | -10.4% | -52.7% | +42.2% | -27.2% |
| 3Y | -96.4% | -57.5% | -38.9% | -96.3% |
| All | -97.3% | -83.9% | -13.4% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling