+463.3%
TT vs NIO
-43.5%
+506.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.6% | +2.0% |
| 7D | -2.0% | +5.6% | -7.6% | -2.3% |
| 30D | -14.0% | -4.2% | -9.8% | -13.8% |
| 3M | -15.9% | -26.3% | +10.4% | -14.4% |
| 6M | -17.3% | -42.5% | +25.2% | -14.7% |
| YTD | +4.0% | -33.5% | +37.5% | +6.0% |
| 1Y | -7.1% | -52.7% | +45.5% | -3.4% |
| 3Y | +90.2% | -57.5% | +147.7% | +93.9% |
| 5Y | +131.1% | -92.0% | +223.1% | +148.8% |
| All | +463.3% | -43.5% | +506.8% | +432.1% |
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