-97.0%
TSLQ vs NIO
-82.0%
-15.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.6% | +13.5% | +11.4% |
| 7D | -5.8% | -13.0% | +7.3% | -10.4% |
| 30D | -22.1% | -18.3% | -3.8% | -27.2% |
| 3M | +10.1% | -33.2% | +43.3% | -2.9% |
| 6M | -6.8% | -21.5% | +14.7% | -11.1% |
| YTD | +8.5% | -25.5% | +34.0% | +2.5% |
| 1Y | -49.7% | -38.0% | -11.7% | -54.2% |
| 3Y | -95.6% | -65.5% | -30.2% | -95.8% |
| All | -97.0% | -82.0% | -15.0% | -97.3% |
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