-31.7%
NKE vs TFC
+20.8%
-52.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.3% | +4.1% |
| 7D | +9.0% | +5.1% | +3.9% | +7.1% |
| 30D | +19.2% | +9.8% | +9.4% | +15.4% |
| 3M | -1.5% | -2.4% | +1.0% | -1.1% |
| 6M | -4.2% | +4.9% | -9.1% | -6.5% |
| YTD | -34.8% | +6.6% | -41.3% | -36.1% |
| 1Y | -31.7% | +21.3% | -53.0% | -39.2% |
| All | -31.7% | +20.8% | -52.5% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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