+40.9%
TTWO vs NIO
-90.7%
+131.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.1% |
| 7D | +1.3% | -7.3% | +8.6% | +2.2% |
| 30D | -13.4% | -22.5% | +9.1% | -10.9% |
| 3M | +3.1% | -30.9% | +34.0% | +7.3% |
| 6M | +3.8% | -37.2% | +41.0% | +8.6% |
| YTD | -15.3% | -29.8% | +14.5% | -12.8% |
| 1Y | -11.1% | -37.4% | +26.3% | -7.8% |
| 3Y | +52.0% | -64.3% | +116.3% | +61.9% |
| 5Y | +40.9% | -90.6% | +131.5% | +69.6% |
| All | +40.9% | -90.7% | +131.7% | +69.6% |
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