+2.2%
TSN vs NIO
-38.3%
+40.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -1.0% |
| 7D | -7.3% | -4.1% | -3.1% | -7.2% |
| 30D | -8.6% | -23.2% | +14.6% | -7.9% |
| 3M | -7.5% | -29.9% | +22.4% | -6.6% |
| 6M | -14.1% | -25.1% | +11.0% | -13.6% |
| YTD | -9.4% | -27.5% | +18.0% | -8.8% |
| 1Y | -4.1% | -41.1% | +37.0% | -3.0% |
| 3Y | +10.3% | -63.1% | +73.5% | +11.8% |
| 5Y | -19.7% | -90.4% | +70.7% | -17.4% |
| All | +2.2% | -38.3% | +40.5% | -2.4% |
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 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