-97.7%
TSLQ vs NIO
-84.6%
-13.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.5% | -6.2% |
| 7D | -7.3% | -1.8% | -5.5% | -7.5% |
| 30D | -13.2% | -6.6% | -6.6% | -15.0% |
| 3M | -37.6% | -29.9% | -7.8% | -44.5% |
| 6M | -9.3% | -46.6% | +37.3% | -25.3% |
| YTD | -19.1% | -36.5% | +17.4% | -27.3% |
| 1Y | -27.2% | -51.1% | +23.9% | -40.2% |
| 3Y | -97.1% | -55.2% | -41.8% | -96.9% |
| All | -97.7% | -84.6% | -13.1% | -98.1% |
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