+1,047.1%
TSM vs NIO
-36.7%
+1,083.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.0% |
| 7D | +2.7% | -13.0% | +15.8% | +4.4% |
| 30D | +3.6% | -18.3% | +21.9% | +6.0% |
| 3M | -3.4% | -33.2% | +29.8% | +1.2% |
| 6M | +20.6% | -21.5% | +42.1% | +23.4% |
| YTD | +41.9% | -25.5% | +67.4% | +45.8% |
| 1Y | +84.4% | -38.0% | +122.4% | +92.6% |
| 3Y | +380.2% | -65.5% | +445.7% | +410.7% |
| 5Y | +275.3% | -90.6% | +365.9% | +330.2% |
| All | +1,047.1% | -36.7% | +1,083.8% | +1,013.4% |
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