-48.9%
NKE vs TECK
+66.9%
-115.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.2% | -3.8% | -0.3% | -3.9% |
| 30D | -8.2% | +0.7% | -8.9% | -8.3% |
| 3M | -19.1% | +4.6% | -23.7% | -19.2% |
| 6M | -32.6% | +25.1% | -57.7% | -34.6% |
| YTD | -40.7% | +39.2% | -79.9% | -44.5% |
| 1Y | -48.9% | +60.3% | -109.2% | -54.1% |
| All | -48.9% | +66.9% | -115.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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