-24.0%
NKE vs TD
+306.3%
-330.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -4.2% | -0.5% | -3.6% | -3.9% |
| 30D | -8.2% | -1.9% | -6.3% | -7.4% |
| 3M | -19.1% | +4.8% | -23.8% | -21.6% |
| 6M | -32.6% | +28.0% | -60.6% | -42.1% |
| YTD | -40.7% | +30.3% | -71.0% | -49.6% |
| 1Y | -48.9% | +59.8% | -108.6% | -61.5% |
| 3Y | -59.2% | +124.7% | -183.9% | -75.4% |
| 5Y | -75.3% | +127.0% | -202.3% | -85.3% |
| All | -24.0% | +306.3% | -330.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling