+652.5%
TTMI vs NIO
-36.8%
+689.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.2% | +3.0% |
| 7D | +12.2% | -6.7% | +18.8% | +13.0% |
| 30D | -5.7% | -20.0% | +14.3% | -3.3% |
| 3M | -27.5% | -30.5% | +3.0% | -24.5% |
| 6M | +47.1% | -20.7% | +67.9% | +50.4% |
| YTD | +87.5% | -25.7% | +113.2% | +92.7% |
| 1Y | +175.2% | -38.6% | +213.8% | +188.3% |
| 3Y | +901.9% | -62.3% | +964.2% | +958.9% |
| 5Y | +843.5% | -90.1% | +933.5% | +976.9% |
| All | +652.5% | -36.8% | +689.3% | +538.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling