+12.0%
TXG vs NIO
-5.9%
+17.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.9% | +1.1% | -3.2% |
| 7D | +1.8% | -4.7% | +6.5% | +3.1% |
| 30D | -17.7% | -14.3% | -3.4% | -14.2% |
| 3M | +2.3% | -32.8% | +35.2% | +13.2% |
| 6M | +182.5% | -49.8% | +232.3% | +234.2% |
| YTD | +262.4% | -40.2% | +302.6% | +301.6% |
| 1Y | +254.1% | -52.7% | +306.8% | +316.4% |
| 3Y | +66.6% | -57.9% | +124.4% | +84.2% |
| 5Y | -64.5% | -92.9% | +28.3% | -47.1% |
| All | +12.0% | -5.9% | +17.9% | +60.2% |
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 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