-31.7%
NKE vs TLN
-17.6%
-14.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.5% | +13.8% | +4.8% |
| 7D | +9.0% | -6.0% | +15.0% | +8.7% |
| 30D | +19.2% | -1.5% | +20.8% | +19.0% |
| 3M | -1.5% | -3.9% | +2.4% | -1.7% |
| 6M | -4.2% | -15.0% | +10.9% | -5.1% |
| YTD | -34.8% | -12.8% | -21.9% | -34.6% |
| 1Y | -31.7% | -17.3% | -14.4% | -32.5% |
| All | -31.7% | -17.6% | -14.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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