-74.7%
NKE vs TDY
+39.0%
-113.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -4.2% | -1.1% | -3.0% | -3.7% |
| 30D | -8.2% | -12.0% | +3.9% | -3.0% |
| 3M | -19.1% | -3.2% | -15.9% | -18.4% |
| 6M | -32.6% | -7.9% | -24.8% | -30.8% |
| YTD | -40.7% | +18.2% | -58.9% | -46.5% |
| 1Y | -48.9% | +6.7% | -55.5% | -51.6% |
| 3Y | -59.2% | +47.5% | -106.8% | -68.4% |
| All | -74.7% | +39.0% | -113.7% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling