+6,112.4%
NKE vs TFC
+2,539.0%
+3,573.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -0.1% | +2.2% | -2.3% | -0.8% |
| 30D | -7.7% | -2.5% | -5.2% | -7.0% |
| 3M | -10.9% | +4.5% | -15.5% | -12.4% |
| 6M | -31.9% | +11.0% | -42.8% | -34.4% |
| YTD | -38.6% | +5.9% | -44.5% | -40.1% |
| 1Y | -46.9% | +14.6% | -61.5% | -49.5% |
| 3Y | -58.2% | +96.7% | -154.9% | -67.2% |
| 5Y | -74.0% | +15.6% | -89.6% | -76.3% |
| 10Y | -21.6% | +98.6% | -120.2% | -42.9% |
| All | +6,112.4% | +2,539.0% | +3,573.4% | +2,141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling