-13.0%
NKE vs TMF
-81.8%
+68.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -1.6% |
| 7D | -4.6% | -8.2% | +3.6% | -4.8% |
| 30D | +6.9% | +5.3% | +1.5% | +7.1% |
| 3M | -5.8% | -8.5% | +2.7% | -6.1% |
| 6M | -9.1% | -17.2% | +8.1% | -9.7% |
| YTD | -39.2% | -23.4% | -15.8% | -39.8% |
| 1Y | -39.2% | -30.2% | -9.0% | -40.1% |
| 3Y | -61.8% | -32.9% | -28.9% | -62.1% |
| 5Y | -75.5% | -88.5% | +13.0% | -80.5% |
| All | -13.0% | -81.8% | +68.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling