+60.8%
TTWO vs NIO
-36.7%
+97.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | -8.8% | -13.0% | +4.2% | -7.8% |
| 30D | -8.6% | -18.3% | +9.7% | -7.2% |
| 3M | -0.9% | -33.2% | +32.3% | +2.1% |
| 6M | -0.5% | -21.5% | +21.0% | +0.8% |
| YTD | -16.1% | -25.5% | +9.3% | -14.8% |
| 1Y | -10.8% | -38.0% | +27.2% | -8.5% |
| 3Y | +51.4% | -65.5% | +116.8% | +57.2% |
| 5Y | +33.7% | -90.6% | +124.3% | +45.3% |
| All | +60.8% | -36.7% | +97.5% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling