-75.5%
NKE vs TFC
+14.0%
-89.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -5.5% | -2.5% | -3.1% | -4.6% |
| 30D | -10.4% | -2.8% | -7.6% | -9.5% |
| 3M | -15.8% | +2.1% | -18.0% | -16.7% |
| 6M | -33.4% | +10.1% | -43.5% | -36.2% |
| YTD | -41.0% | +5.4% | -46.4% | -42.5% |
| 1Y | -49.1% | +16.3% | -65.4% | -52.3% |
| 3Y | -59.8% | +95.9% | -155.7% | -69.7% |
| 5Y | -75.5% | +16.0% | -91.5% | -76.6% |
| All | -75.5% | +14.0% | -89.4% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling