+70.7%
TTWO vs NIO
-51.7%
+122.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.8% |
| 7D | +6.0% | -14.5% | +20.5% | +7.2% |
| 30D | +13.2% | -15.0% | +28.2% | +14.5% |
| 3M | -5.8% | -35.6% | +29.7% | -2.8% |
| 6M | +0.4% | -55.7% | +56.0% | +6.3% |
| YTD | -11.0% | -43.1% | +32.1% | -7.9% |
| 1Y | -4.1% | -53.5% | +49.4% | +0.7% |
| 3Y | +51.8% | -59.8% | +111.6% | +55.8% |
| 5Y | +21.3% | -93.2% | +114.5% | +34.9% |
| All | +70.7% | -51.7% | +122.3% | +71.1% |
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