+27.6%
TXG vs NIO
+14.2%
+13.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.2% |
| 7D | +9.1% | -4.1% | +13.3% | +10.3% |
| 30D | +14.9% | -23.2% | +38.1% | +22.8% |
| 3M | +120.0% | -29.9% | +149.9% | +140.2% |
| 6M | +221.8% | -25.1% | +246.9% | +239.9% |
| YTD | +312.6% | -27.5% | +340.0% | +335.3% |
| 1Y | +398.4% | -41.1% | +439.5% | +449.4% |
| 3Y | +42.1% | -63.1% | +105.2% | +62.1% |
| 5Y | -63.5% | -90.4% | +26.9% | -48.8% |
| All | +27.6% | +14.2% | +13.4% | +73.6% |
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 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