-18.0%
TSN vs NIO
-93.2%
+75.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.5% |
| 7D | -1.4% | -14.5% | +13.0% | -0.8% |
| 30D | +8.5% | -15.0% | +23.4% | +9.2% |
| 3M | +5.3% | -35.6% | +40.8% | +7.1% |
| 6M | -10.5% | -55.7% | +45.2% | -7.6% |
| YTD | +3.0% | -43.1% | +46.1% | +4.9% |
| 1Y | +12.1% | -53.5% | +65.7% | +15.2% |
| 3Y | +43.1% | -59.8% | +102.9% | +45.3% |
| All | -18.0% | -93.2% | +75.2% | -16.4% |
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 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