+759.4%
NKE vs TDY
+7,056.0%
-6,296.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -4.2% | -1.1% | -3.0% | -3.9% |
| 30D | -8.2% | -12.0% | +3.9% | -5.5% |
| 3M | -19.1% | -3.2% | -15.9% | -18.6% |
| 6M | -32.6% | -7.9% | -24.8% | -31.6% |
| YTD | -40.7% | +18.2% | -58.9% | -43.4% |
| 1Y | -48.9% | +6.7% | -55.5% | -50.1% |
| 3Y | -59.2% | +47.5% | -106.8% | -63.4% |
| 5Y | -75.3% | +39.5% | -114.8% | -77.5% |
| 10Y | -23.1% | +477.2% | -500.3% | -47.8% |
| All | +759.4% | +7,056.0% | -6,296.7% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling