+262.0%
NKE vs TMF
-72.0%
+334.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.5% |
| 7D | -1.6% | -9.3% | +7.7% | -2.4% |
| 30D | +7.6% | +1.9% | +5.7% | +7.8% |
| 3M | -6.9% | -11.2% | +4.3% | -7.9% |
| 6M | -8.5% | -17.7% | +9.2% | -10.2% |
| YTD | -38.8% | -24.5% | -14.3% | -40.4% |
| 1Y | -40.6% | -29.4% | -11.1% | -42.5% |
| 3Y | -60.9% | -33.4% | -27.5% | -61.9% |
| 5Y | -75.4% | -88.7% | +13.3% | -81.0% |
| 10Y | -13.5% | -82.5% | +69.0% | -22.6% |
| All | +262.0% | -72.0% | +334.0% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling