+661.0%
NKE vs TD
+7,781.3%
-7,120.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -5.5% | -2.6% | -3.0% | -4.5% |
| 30D | -10.4% | -1.0% | -9.4% | -10.2% |
| 3M | -15.8% | +5.6% | -21.4% | -18.0% |
| 6M | -33.4% | +27.1% | -60.5% | -40.1% |
| YTD | -41.0% | +29.4% | -70.4% | -47.3% |
| 1Y | -49.1% | +60.7% | -109.7% | -58.5% |
| 3Y | -59.8% | +127.6% | -187.4% | -72.0% |
| 5Y | -75.5% | +125.4% | -200.9% | -82.8% |
| 10Y | -23.5% | +300.4% | -323.9% | -57.6% |
| All | +661.0% | +7,781.3% | -7,120.3% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling