+490.0%
TT vs NIO
-45.3%
+535.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.3% |
| 7D | +0.8% | +2.8% | -2.0% | +0.6% |
| 30D | -11.8% | -8.4% | -3.4% | -11.3% |
| 3M | -11.6% | -32.0% | +20.4% | -9.5% |
| 6M | -9.3% | -43.9% | +34.6% | -6.3% |
| YTD | +8.9% | -35.7% | +44.6% | +11.3% |
| 1Y | -2.2% | -51.1% | +48.9% | +1.5% |
| 3Y | +91.9% | -54.7% | +146.6% | +94.8% |
| 5Y | +136.0% | -91.7% | +227.7% | +153.8% |
| All | +490.0% | -45.3% | +535.3% | +458.4% |
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