-60.9%
NKE vs TAP
-22.2%
-38.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.3% |
| 7D | -1.6% | +1.3% | -2.8% | -1.9% |
| 30D | +7.6% | +5.7% | +1.9% | +5.9% |
| 3M | -6.9% | -1.9% | -5.0% | -6.6% |
| 6M | -8.5% | +0.9% | -9.5% | -9.1% |
| YTD | -38.8% | -9.5% | -29.3% | -38.0% |
| 1Y | -40.6% | -9.0% | -31.6% | -39.9% |
| 3Y | -60.9% | -22.2% | -38.7% | -58.9% |
| All | -60.9% | -22.2% | -38.8% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling