+146.0%
TT vs NIO
-90.7%
+236.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | 0.0% | -13.0% | +13.0% | +1.2% |
| 30D | -7.2% | -18.3% | +11.1% | -5.6% |
| 3M | -3.0% | -33.2% | +30.2% | +0.3% |
| 6M | +1.4% | -21.5% | +22.8% | +2.9% |
| YTD | +15.9% | -25.5% | +41.4% | +18.0% |
| 1Y | +9.4% | -38.0% | +47.4% | +12.6% |
| 3Y | +124.4% | -65.5% | +189.8% | +136.0% |
| All | +146.0% | -90.7% | +236.7% | +165.1% |
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 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