-24.0%
NKE vs TFC
+98.7%
-122.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.2% | -2.4% | -1.7% | -3.3% |
| 30D | -8.2% | -3.4% | -4.8% | -7.0% |
| 3M | -19.1% | +0.4% | -19.5% | -19.5% |
| 6M | -32.6% | +12.7% | -45.3% | -36.1% |
| YTD | -40.7% | +5.6% | -46.3% | -42.3% |
| 1Y | -48.9% | +16.0% | -64.9% | -52.1% |
| 3Y | -59.2% | +94.0% | -153.2% | -69.5% |
| 5Y | -75.3% | +16.2% | -91.5% | -77.9% |
| All | -24.0% | +98.7% | -122.8% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling