-80.8%
TTD vs NIO
-90.7%
+9.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.9% |
| 7D | +6.3% | -13.0% | +19.4% | +10.6% |
| 30D | -23.9% | -18.3% | -5.6% | -19.8% |
| 3M | -31.4% | -33.2% | +1.8% | -23.4% |
| 6M | -42.7% | -21.5% | -21.2% | -40.8% |
| YTD | -62.0% | -25.5% | -36.5% | -60.4% |
| 1Y | -72.2% | -38.0% | -34.2% | -69.7% |
| 3Y | -81.9% | -65.5% | -16.5% | -78.6% |
| All | -80.8% | -90.7% | +9.9% | -62.7% |
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