-33.2%
NKE vs TMF
-21.7%
-11.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -2.0% | -1.4% | -0.6% | -1.5% |
| 30D | -8.6% | -2.8% | -5.7% | -7.9% |
| 3M | -11.0% | -10.9% | -0.1% | -8.1% |
| 6M | -33.2% | -21.3% | -11.9% | -29.8% |
| All | -33.2% | -21.7% | -11.6% | -29.8% |
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 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