+528.0%
TT vs NIO
-36.7%
+564.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -0.2% | -13.0% | +12.8% | +0.6% |
| 30D | -7.4% | -18.3% | +10.9% | -6.3% |
| 3M | -3.2% | -33.2% | +30.0% | -0.9% |
| 6M | +1.1% | -21.5% | +22.6% | +2.2% |
| YTD | +15.6% | -25.5% | +41.1% | +17.2% |
| 1Y | +9.2% | -38.0% | +47.2% | +11.5% |
| 3Y | +124.4% | -65.5% | +189.8% | +131.4% |
| 5Y | +138.0% | -90.6% | +228.6% | +153.8% |
| All | +528.0% | -36.7% | +564.6% | +489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling