+1,008.5%
TSM vs NIO
-46.0%
+1,054.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.4% |
| 7D | +4.4% | -1.8% | +6.3% | +4.7% |
| 30D | -7.0% | -6.6% | -0.3% | -6.2% |
| 3M | -1.8% | -29.9% | +28.1% | +2.3% |
| 6M | +2.7% | -46.6% | +49.3% | +10.2% |
| YTD | +37.1% | -36.5% | +73.6% | +43.5% |
| 1Y | +43.5% | -51.1% | +94.6% | +54.4% |
| 3Y | +341.5% | -55.2% | +396.8% | +358.1% |
| 5Y | +278.9% | -92.3% | +371.2% | +344.5% |
| All | +1,008.5% | -46.0% | +1,054.5% | +995.9% |
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