-31.7%
NKE vs TDG
-5.9%
-25.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.0% |
| 7D | +9.0% | +7.1% | +1.9% | +6.5% |
| 30D | +19.2% | +11.4% | +7.9% | +15.1% |
| 3M | -1.5% | -4.6% | +3.1% | -0.6% |
| 6M | -4.2% | +5.8% | -10.0% | -5.9% |
| YTD | -34.8% | -8.5% | -26.3% | -33.6% |
| 1Y | -31.7% | -5.8% | -25.9% | -30.1% |
| All | -31.7% | -5.9% | -25.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling