+125.7%
TT vs NIO
-92.6%
+218.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -4.1% |
| 7D | -9.0% | -3.6% | -5.4% | -8.7% |
| 30D | -17.6% | -8.0% | -9.6% | -17.1% |
| 3M | -18.7% | -31.2% | +12.5% | -16.1% |
| 6M | -17.4% | -45.8% | +28.3% | -13.3% |
| YTD | +1.5% | -37.3% | +38.8% | +4.9% |
| 1Y | -9.4% | -56.1% | +46.7% | -3.7% |
| 3Y | +85.1% | -61.1% | +146.2% | +92.2% |
| 5Y | +125.7% | -92.4% | +218.2% | +143.4% |
| All | +125.7% | -92.6% | +218.4% | +143.4% |
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 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