-19.3%
TYL vs NIO
-92.6%
+73.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.0% |
| 7D | +15.1% | -3.6% | +18.7% | +15.5% |
| 30D | +30.1% | -8.0% | +38.1% | +31.1% |
| 3M | +40.4% | -31.2% | +71.6% | +45.6% |
| 6M | +31.3% | -45.8% | +77.0% | +39.0% |
| YTD | -5.2% | -37.3% | +32.1% | -2.0% |
| 1Y | -6.6% | -56.1% | +49.5% | +0.5% |
| 3Y | +3.4% | -61.1% | +64.5% | +7.7% |
| 5Y | -19.3% | -92.4% | +73.2% | +2.1% |
| All | -19.3% | -92.6% | +73.4% | +2.1% |
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 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