+132.3%
TT vs NIO
-93.2%
+225.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.0% |
| 7D | +4.0% | -14.5% | +18.5% | +5.4% |
| 30D | -11.3% | -15.0% | +3.6% | -10.1% |
| 3M | -12.3% | -35.6% | +23.3% | -9.0% |
| 6M | -10.8% | -55.7% | +44.8% | -4.7% |
| YTD | +8.2% | -43.1% | +51.3% | +12.7% |
| 1Y | +1.5% | -53.5% | +55.0% | +7.4% |
| 3Y | +91.5% | -59.8% | +151.3% | +97.7% |
| All | +132.3% | -93.2% | +225.5% | +155.2% |
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