-74.7%
NKE vs TEL
+56.5%
-131.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.3% |
| 7D | -4.2% | +1.6% | -5.8% | -4.9% |
| 30D | -8.2% | -0.7% | -7.5% | -8.2% |
| 3M | -19.1% | +2.4% | -21.5% | -20.7% |
| 6M | -32.6% | +4.1% | -36.8% | -35.6% |
| YTD | -40.7% | -5.8% | -34.9% | -40.7% |
| 1Y | -48.9% | +0.9% | -49.7% | -51.5% |
| 3Y | -59.2% | +72.6% | -131.8% | -73.9% |
| All | -74.7% | +56.5% | -131.2% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling