-48.9%
NKE vs TLN
-23.3%
-25.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -4.2% | -1.3% | -2.8% | -4.2% |
| 30D | -8.2% | -14.3% | +6.1% | -8.5% |
| 3M | -19.1% | -9.3% | -9.8% | -19.5% |
| 6M | -32.6% | -1.1% | -31.5% | -33.3% |
| YTD | -40.7% | -16.6% | -24.1% | -40.8% |
| 1Y | -48.9% | -22.0% | -26.9% | -48.3% |
| All | -48.9% | -23.3% | -25.5% | -48.3% |
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