-57.6%
NKE vs TEM
+53.2%
-110.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.7% |
| 7D | -2.3% | -1.1% | -1.3% | -2.3% |
| 30D | -10.4% | +11.3% | -21.7% | -11.2% |
| 3M | -15.5% | +25.5% | -41.0% | -17.1% |
| 6M | -32.6% | +17.1% | -49.8% | -33.9% |
| YTD | -39.8% | +3.8% | -43.6% | -40.6% |
| 1Y | -47.6% | -24.4% | -23.2% | -47.6% |
| All | -57.6% | +53.2% | -110.8% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling