-48.9%
NKE vs TEL
+1.5%
-50.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.1% |
| 7D | -4.2% | +1.6% | -5.8% | -4.4% |
| 30D | -8.2% | -0.7% | -7.5% | -8.2% |
| 3M | -19.1% | +2.4% | -21.5% | -19.6% |
| 6M | -32.6% | +4.1% | -36.8% | -33.7% |
| YTD | -40.7% | -5.8% | -34.9% | -41.0% |
| 1Y | -48.9% | +0.9% | -49.7% | -55.0% |
| All | -48.9% | +1.5% | -50.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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