+489.6%
TT vs NIO
-43.2%
+532.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.6% |
| 7D | +1.7% | +6.9% | -5.1% | +1.3% |
| 30D | -11.8% | -4.7% | -7.1% | -11.6% |
| 3M | -12.6% | -28.1% | +15.5% | -10.9% |
| 6M | -9.4% | -41.7% | +32.3% | -6.6% |
| YTD | +8.8% | -33.1% | +42.0% | +11.0% |
| 1Y | -2.5% | -50.3% | +47.8% | +1.1% |
| 3Y | +95.7% | -54.4% | +150.0% | +98.6% |
| 5Y | +135.7% | -91.6% | +227.3% | +153.2% |
| All | +489.6% | -43.2% | +532.8% | +456.8% |
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