+17.6%
TXG vs NIO
0.0%
+17.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.0% |
| 7D | -8.1% | -1.8% | -6.3% | -7.6% |
| 30D | -17.5% | -6.6% | -10.8% | -15.9% |
| 3M | +6.1% | -29.9% | +36.0% | +16.0% |
| 6M | +202.7% | -46.6% | +249.3% | +252.4% |
| YTD | +280.4% | -36.5% | +316.9% | +315.1% |
| 1Y | +274.0% | -51.1% | +325.2% | +336.0% |
| 3Y | +74.9% | -55.2% | +130.1% | +90.4% |
| 5Y | -63.0% | -92.3% | +29.3% | -45.9% |
| All | +17.6% | 0.0% | +17.6% | +65.6% |
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