-59.2%
NKE vs TECK
+65.8%
-125.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.2% | -3.8% | -0.3% | -3.6% |
| 30D | -8.2% | +0.7% | -8.9% | -8.4% |
| 3M | -19.1% | +4.6% | -23.7% | -20.0% |
| 6M | -32.6% | +25.1% | -57.7% | -36.2% |
| YTD | -40.7% | +39.2% | -79.9% | -45.6% |
| 1Y | -48.9% | +60.3% | -109.2% | -54.7% |
| 3Y | -59.2% | +62.9% | -122.1% | -64.4% |
| All | -59.2% | +65.8% | -125.0% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling