-31.7%
NKE vs TER
+42.7%
-74.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.8% | +12.0% | +4.7% |
| 7D | +9.0% | -19.9% | +28.9% | +7.5% |
| 30D | +19.2% | -43.5% | +62.8% | +15.4% |
| 3M | -1.5% | -37.8% | +36.3% | -3.9% |
| 6M | -4.2% | -25.6% | +21.4% | -7.2% |
| YTD | -34.8% | +29.8% | -64.6% | -36.0% |
| 1Y | -31.7% | +43.2% | -74.9% | -33.0% |
| All | -31.7% | +42.7% | -74.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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