+6,094.5%
NKE vs TER
+9,883.5%
-3,789.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.5% |
| 7D | -1.6% | +14.4% | -15.9% | -3.8% |
| 30D | +7.6% | -30.6% | +38.2% | +13.1% |
| 3M | -6.9% | -39.2% | +32.3% | -1.0% |
| 6M | -8.5% | -31.3% | +22.8% | -7.0% |
| YTD | -38.8% | +29.1% | -67.9% | -45.3% |
| 1Y | -40.6% | +47.4% | -88.0% | -48.3% |
| 3Y | -60.9% | +191.2% | -252.1% | -71.0% |
| 5Y | -75.4% | +74.0% | -149.4% | -80.3% |
| 10Y | -13.5% | +1,005.1% | -1,018.5% | -49.8% |
| All | +6,094.5% | +9,883.5% | -3,789.1% | +1,405.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling