-47.4%
NKE vs TER
+203.7%
-251.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -0.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -8.6% | -8.3% | -0.3% | -8.8% |
| 3M | -11.0% | -12.2% | +1.2% | -11.5% |
| 6M | -33.2% | +17.0% | -50.3% | -34.6% |
| YTD | -38.1% | +84.6% | -122.7% | -40.4% |
| 1Y | -47.4% | +199.8% | -247.2% | -52.1% |
| All | -47.4% | +203.7% | -251.1% | -52.1% |
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