-14.0%
TSN vs NIO
-92.1%
+78.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.7% | -1.0% |
| 7D | +4.6% | +5.6% | -1.0% | +4.4% |
| 30D | +15.4% | -4.2% | +19.7% | +15.6% |
| 3M | +2.9% | -26.3% | +29.2% | +4.1% |
| 6M | -10.8% | -42.5% | +31.8% | -9.0% |
| YTD | +4.5% | -33.5% | +38.0% | +5.8% |
| 1Y | +19.5% | -52.7% | +72.2% | +22.6% |
| 3Y | +42.2% | -57.5% | +99.7% | +44.3% |
| All | -14.0% | -92.1% | +78.1% | -14.2% |
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