+18.8%
TXG vs NIO
+17.3%
+1.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +1.8% | -13.0% | +14.8% | +5.4% |
| 30D | +32.0% | -18.3% | +50.3% | +39.0% |
| 3M | +87.0% | -33.2% | +120.2% | +106.7% |
| 6M | +180.1% | -21.5% | +201.6% | +192.2% |
| YTD | +284.1% | -25.5% | +309.6% | +302.6% |
| 1Y | +361.7% | -38.0% | +399.7% | +401.9% |
| 3Y | +15.9% | -65.5% | +81.4% | +34.6% |
| 5Y | -66.2% | -90.6% | +24.4% | -52.7% |
| All | +18.8% | +17.3% | +1.5% | +60.6% |
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 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