+213.1%
TXN vs NIO
-38.3%
+251.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.3% |
| 7D | +2.7% | -4.1% | +6.8% | +3.1% |
| 30D | -6.7% | -23.2% | +16.5% | -4.3% |
| 3M | -8.9% | -29.9% | +21.0% | -5.8% |
| 6M | +34.7% | -25.1% | +59.8% | +37.5% |
| YTD | +53.3% | -27.5% | +80.8% | +56.7% |
| 1Y | +45.0% | -41.1% | +86.1% | +50.7% |
| 3Y | +73.1% | -63.1% | +136.3% | +80.6% |
| 5Y | +59.9% | -90.4% | +150.3% | +79.0% |
| All | +213.1% | -38.3% | +251.4% | +188.3% |
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 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