+6,161.3%
NKE vs TER
+14,183.4%
-8,022.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.4% | -1.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -8.6% | -8.3% | -0.3% | -7.7% |
| 3M | -11.0% | -12.2% | +1.2% | -11.4% |
| 6M | -33.2% | +17.1% | -50.3% | -37.7% |
| YTD | -38.1% | +84.7% | -122.8% | -47.0% |
| 1Y | -47.4% | +199.9% | -247.3% | -59.1% |
| 3Y | -59.8% | +232.8% | -292.5% | -70.2% |
| 5Y | -74.2% | +198.6% | -272.8% | -80.8% |
| 10Y | -23.5% | +1,669.7% | -1,693.2% | -58.2% |
| All | +6,161.3% | +14,183.4% | -8,022.1% | +1,358.3% |
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