-22.4%
TYL vs NIO
-92.1%
+69.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.9% | -8.2% | -2.9% |
| 7D | +6.7% | +5.6% | +1.1% | +6.0% |
| 30D | +26.5% | -4.2% | +30.8% | +27.0% |
| 3M | +37.3% | -26.3% | +63.6% | +41.3% |
| 6M | +31.2% | -42.5% | +73.7% | +38.0% |
| YTD | -7.4% | -33.5% | +26.2% | -4.8% |
| 1Y | -9.6% | -52.7% | +43.1% | -3.5% |
| 3Y | +1.9% | -57.5% | +59.4% | +4.9% |
| All | -22.4% | -92.1% | +69.7% | -2.0% |
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