-31.7%
NKE vs TE
-16.5%
-15.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.8% | +5.2% |
| 7D | +9.0% | +3.8% | +5.2% | +9.1% |
| 30D | +19.2% | -26.2% | +45.4% | +18.8% |
| 3M | -1.5% | -49.7% | +48.3% | -2.2% |
| 6M | -4.2% | -46.5% | +42.3% | -4.4% |
| YTD | -34.8% | -59.1% | +24.4% | -34.6% |
| 1Y | -31.7% | -25.8% | -5.9% | -30.9% |
| All | -31.7% | -16.5% | -15.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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