+361.3%
NKE vs TDG
+13,008.0%
-12,646.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -4.2% | -1.9% | -2.3% | -3.5% |
| 30D | -8.2% | -7.7% | -0.5% | -5.4% |
| 3M | -19.1% | -9.3% | -9.8% | -16.2% |
| 6M | -32.6% | -9.4% | -23.3% | -30.5% |
| YTD | -40.7% | -14.3% | -26.5% | -37.7% |
| 1Y | -48.9% | -11.8% | -37.0% | -47.0% |
| 3Y | -59.2% | +52.0% | -111.2% | -66.7% |
| 5Y | -75.3% | +128.8% | -204.2% | -82.9% |
| 10Y | -23.1% | +543.8% | -566.9% | -67.6% |
| All | +361.3% | +13,008.0% | -12,646.7% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling