-74.4%
NKE vs TMF
-87.8%
+13.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.1% | +1.0% | -1.0% | -0.1% |
| 30D | -7.7% | -1.8% | -5.8% | -7.5% |
| 3M | -10.9% | -8.2% | -2.7% | -10.3% |
| 6M | -31.9% | -19.5% | -12.4% | -30.7% |
| YTD | -38.6% | -16.0% | -22.7% | -37.8% |
| 1Y | -46.9% | -22.5% | -24.4% | -45.9% |
| 3Y | -58.2% | -42.3% | -15.9% | -57.0% |
| All | -74.4% | -87.8% | +13.3% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling