+209.3%
TXN vs NIO
-36.7%
+245.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | -0.1% | -13.0% | +13.0% | +1.3% |
| 30D | -6.9% | -18.3% | +11.3% | -5.1% |
| 3M | -14.9% | -33.2% | +18.3% | -11.6% |
| 6M | +29.0% | -21.5% | +50.5% | +31.1% |
| YTD | +51.5% | -25.5% | +77.0% | +54.4% |
| 1Y | +41.6% | -38.0% | +79.6% | +46.3% |
| 3Y | +65.8% | -65.5% | +131.3% | +74.1% |
| 5Y | +56.8% | -90.6% | +147.4% | +75.8% |
| All | +209.3% | -36.7% | +245.9% | +184.1% |
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