+84.9%
TXN vs NIO
-92.0%
+176.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +2.1% |
| 7D | -3.8% | +2.8% | -6.7% | -4.2% |
| 30D | +6.4% | -8.4% | +14.8% | +7.5% |
| 3M | +7.7% | -32.0% | +39.6% | +12.5% |
| 6M | +5.5% | -43.9% | +49.4% | +12.4% |
| YTD | +77.0% | -35.7% | +112.7% | +84.1% |
| 1Y | +91.2% | -51.1% | +142.3% | +105.4% |
| 3Y | +121.5% | -54.7% | +176.2% | +127.5% |
| 5Y | +84.9% | -91.7% | +176.6% | +108.8% |
| All | +84.9% | -92.0% | +176.9% | +108.8% |
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