+139.2%
TT vs NIO
-92.1%
+231.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +3.5% | -1.8% | +5.3% | +3.7% |
| 30D | -11.0% | -6.6% | -4.4% | -10.5% |
| 3M | -12.0% | -29.9% | +17.9% | -9.4% |
| 6M | -10.4% | -46.6% | +36.2% | -5.8% |
| YTD | +9.9% | -36.5% | +46.4% | +13.4% |
| 1Y | +1.5% | -51.1% | +52.6% | +6.9% |
| 3Y | +93.7% | -55.2% | +149.0% | +98.2% |
| 5Y | +139.2% | -92.3% | +231.6% | +163.0% |
| All | +139.2% | -92.1% | +231.3% | +163.0% |
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