+6,094.5%
NKE vs TAP
+832.8%
+5,261.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.1% |
| 7D | -1.6% | +1.3% | -2.8% | -1.8% |
| 30D | +7.6% | +5.7% | +1.9% | +6.3% |
| 3M | -6.9% | -1.9% | -5.0% | -6.6% |
| 6M | -8.5% | +0.9% | -9.5% | -8.9% |
| YTD | -38.8% | -9.5% | -29.3% | -37.9% |
| 1Y | -40.6% | -9.0% | -31.6% | -39.8% |
| 3Y | -60.9% | -22.2% | -38.7% | -59.4% |
| 5Y | -75.4% | +1.2% | -76.6% | -75.9% |
| 10Y | -13.5% | -46.1% | +32.7% | -8.2% |
| All | +6,094.5% | +832.8% | +5,261.7% | +3,675.4% |
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