-74.7%
NKE vs TE
-48.1%
-26.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -8.2% | -5.9% | -2.3% | -8.1% |
| 3M | -19.1% | -45.6% | +26.5% | -17.4% |
| 6M | -32.6% | -43.4% | +10.7% | -32.2% |
| YTD | -40.7% | -31.0% | -9.7% | -41.4% |
| 1Y | -48.9% | +145.2% | -194.1% | -54.6% |
| 3Y | -59.2% | -24.1% | -35.2% | -61.2% |
| All | -74.7% | -48.1% | -26.6% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling