-75.5%
NKE vs TAP
-2.6%
-72.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -5.5% | -5.3% | -0.3% | -4.0% |
| 30D | -10.4% | -7.4% | -3.1% | -8.3% |
| 3M | -15.8% | -4.9% | -10.9% | -14.6% |
| 6M | -33.4% | -14.2% | -19.2% | -30.5% |
| YTD | -41.0% | -14.8% | -26.2% | -38.6% |
| 1Y | -49.1% | -18.1% | -31.0% | -46.4% |
| 3Y | -59.8% | -32.7% | -27.1% | -55.5% |
| 5Y | -75.5% | -0.5% | -75.0% | -76.5% |
| All | -75.5% | -2.6% | -72.9% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling