-9.1%
NKE vs TMF
-17.8%
+8.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | +0.5% |
| 7D | -4.6% | -8.2% | +3.6% | -0.9% |
| 30D | +6.9% | +5.3% | +1.5% | +5.2% |
| 3M | -5.8% | -8.5% | +2.7% | -3.0% |
| 6M | -9.1% | -17.2% | +8.1% | -4.0% |
| All | -9.1% | -17.8% | +8.7% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling