-47.4%
NKE vs TDY
+11.8%
-59.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -2.0% | -1.8% | -0.2% | -1.8% |
| 30D | -8.6% | -10.7% | +2.1% | -7.5% |
| 3M | -11.0% | -1.3% | -9.7% | -11.5% |
| 6M | -33.2% | -10.6% | -22.7% | -32.7% |
| YTD | -38.1% | +19.6% | -57.7% | -39.8% |
| 1Y | -47.4% | +11.6% | -59.0% | -48.3% |
| All | -47.4% | +11.8% | -59.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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