-22.0%
TSN vs NIO
-90.7%
+68.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -6.3% | -13.0% | +6.7% | -5.8% |
| 30D | -10.8% | -18.3% | +7.5% | -10.1% |
| 3M | -8.8% | -33.2% | +24.5% | -7.3% |
| 6M | -16.8% | -21.5% | +4.7% | -16.2% |
| YTD | -10.0% | -25.5% | +15.5% | -9.2% |
| 1Y | -5.3% | -38.0% | +32.8% | -4.0% |
| 3Y | +8.5% | -65.5% | +74.0% | +11.6% |
| All | -22.0% | -90.7% | +68.7% | -19.4% |
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