+259.6%
NKE vs TEL
+707.2%
-447.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -5.5% | -2.3% | -3.3% | -4.5% |
| 30D | -10.4% | -6.1% | -4.4% | -8.0% |
| 3M | -15.8% | +1.7% | -17.5% | -17.1% |
| 6M | -33.4% | +1.6% | -35.0% | -35.1% |
| YTD | -41.0% | -9.1% | -31.9% | -39.9% |
| 1Y | -49.1% | -1.7% | -47.4% | -50.4% |
| 3Y | -59.8% | +67.3% | -127.1% | -70.4% |
| 5Y | -75.5% | +52.1% | -127.6% | -81.1% |
| 10Y | -23.5% | +299.3% | -322.8% | -63.3% |
| All | +259.6% | +707.2% | -447.6% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling