-59.6%
NKE vs TE
-53.2%
-6.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.8% | -1.6% |
| 7D | -5.5% | +0.9% | -6.4% | -5.6% |
| 30D | -10.4% | -16.3% | +5.8% | -9.8% |
| 3M | -15.8% | -40.8% | +24.9% | -14.4% |
| 6M | -33.4% | -42.6% | +9.2% | -33.0% |
| YTD | -41.0% | -31.4% | -9.6% | -41.7% |
| 1Y | -49.1% | +144.9% | -194.0% | -54.8% |
| 3Y | -59.8% | -26.0% | -33.8% | -62.1% |
| 5Y | -75.5% | -48.5% | -27.0% | -76.9% |
| All | -59.6% | -53.2% | -6.4% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling