+6,161.3%
NKE vs TAP
+825.0%
+5,336.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.0% | -2.3% | +0.3% | -1.5% |
| 30D | -8.6% | -2.1% | -6.4% | -8.2% |
| 3M | -11.0% | +6.6% | -17.6% | -12.2% |
| 6M | -33.2% | -11.5% | -21.7% | -31.7% |
| YTD | -38.1% | -10.3% | -27.9% | -37.0% |
| 1Y | -47.4% | -14.4% | -33.0% | -46.0% |
| 3Y | -59.8% | -28.3% | -31.5% | -57.6% |
| 5Y | -74.2% | +1.7% | -75.9% | -74.8% |
| 10Y | -23.5% | -49.2% | +25.8% | -17.9% |
| All | +6,161.3% | +825.0% | +5,336.3% | +3,726.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling