-31.7%
NKE vs TEM
-11.1%
-20.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.8% | +8.0% | +5.3% |
| 7D | +9.0% | -1.3% | +10.3% | +9.0% |
| 30D | +19.2% | -9.5% | +28.7% | +19.6% |
| 3M | -1.5% | +60.7% | -62.2% | -4.8% |
| 6M | -4.2% | +35.5% | -39.7% | -7.1% |
| YTD | -34.8% | +28.0% | -62.8% | -37.1% |
| 1Y | -31.7% | -10.5% | -21.2% | -34.3% |
| All | -31.7% | -11.1% | -20.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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