+19.2%
TXG vs NIO
+1.2%
+18.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -2.3% |
| 7D | -3.7% | +2.8% | -6.5% | -4.2% |
| 30D | -22.0% | -8.4% | -13.6% | -20.1% |
| 3M | +7.4% | -32.0% | +39.3% | +18.3% |
| 6M | +191.2% | -43.9% | +235.1% | +234.5% |
| YTD | +285.7% | -35.7% | +321.3% | +319.4% |
| 1Y | +268.3% | -51.1% | +319.4% | +329.4% |
| 3Y | +77.3% | -54.7% | +132.0% | +92.4% |
| 5Y | -62.3% | -91.7% | +29.4% | -45.4% |
| All | +19.2% | +1.2% | +18.0% | +67.3% |
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