-64.4%
TXG vs NIO
-90.3%
+26.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +9.4% | -6.7% | +16.0% | +12.1% |
| 30D | +26.1% | -20.0% | +46.1% | +37.0% |
| 3M | +124.8% | -30.5% | +155.3% | +156.4% |
| 6M | +215.2% | -20.7% | +235.9% | +232.7% |
| YTD | +302.2% | -25.7% | +327.9% | +329.1% |
| 1Y | +370.9% | -38.6% | +409.5% | +431.0% |
| 3Y | +38.5% | -62.3% | +100.8% | +66.9% |
| 5Y | -64.4% | -90.1% | +25.7% | -33.3% |
| All | -64.4% | -90.3% | +26.0% | -33.3% |
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 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