+51.8%
TTWO vs NIO
-60.1%
+111.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.6% |
| 7D | +6.0% | -14.5% | +20.5% | +6.8% |
| 30D | +13.2% | -15.0% | +28.2% | +14.1% |
| 3M | -5.8% | -35.6% | +29.7% | -3.8% |
| 6M | +0.4% | -55.7% | +56.0% | +4.2% |
| YTD | -11.0% | -43.1% | +32.1% | -8.8% |
| 1Y | -4.1% | -53.5% | +49.4% | -0.8% |
| 3Y | +51.8% | -59.8% | +111.6% | +54.8% |
| All | +51.8% | -60.1% | +111.9% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling