-74.7%
NKE vs TCOM
+29.4%
-104.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -4.2% | -4.9% | +0.7% | -3.3% |
| 30D | -8.2% | -14.4% | +6.2% | -5.6% |
| 3M | -19.1% | -17.7% | -1.4% | -16.4% |
| 6M | -32.6% | -25.1% | -7.5% | -29.3% |
| YTD | -40.7% | -45.7% | +5.0% | -34.4% |
| 1Y | -48.9% | -47.9% | -1.0% | -43.1% |
| 3Y | -59.2% | +8.9% | -68.2% | -62.2% |
| All | -74.7% | +29.4% | -104.1% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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