+290.7%
TSM vs NIO
-90.3%
+381.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +6.0% | -6.7% | +12.7% | +7.2% |
| 30D | +4.5% | -20.0% | +24.6% | +8.3% |
| 3M | +3.1% | -30.5% | +33.6% | +9.3% |
| 6M | +30.2% | -20.7% | +50.9% | +34.1% |
| YTD | +45.2% | -25.7% | +70.9% | +50.9% |
| 1Y | +79.6% | -38.6% | +118.1% | +91.1% |
| 3Y | +411.0% | -62.3% | +473.2% | +452.5% |
| 5Y | +290.7% | -90.1% | +380.8% | +390.6% |
| All | +290.7% | -90.3% | +381.0% | +390.6% |
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