-62.0%
NKE vs TLN
+602.5%
-664.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -0.9% |
| 7D | -0.1% | +10.9% | -11.0% | -0.7% |
| 30D | -7.7% | -6.3% | -1.4% | -7.4% |
| 3M | -10.9% | -10.7% | -0.2% | -10.7% |
| 6M | -31.9% | +1.6% | -33.5% | -32.7% |
| YTD | -38.6% | -13.1% | -25.5% | -38.7% |
| 1Y | -46.9% | -15.1% | -31.9% | -47.0% |
| 3Y | -58.2% | +495.0% | -553.2% | -63.8% |
| All | -62.0% | +602.5% | -664.4% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling