+265.9%
NKE vs TMF
-68.9%
+334.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -0.9% |
| 7D | -2.0% | -1.4% | -0.6% | -2.1% |
| 30D | -8.6% | -2.8% | -5.7% | -8.8% |
| 3M | -11.0% | -10.9% | -0.1% | -12.0% |
| 6M | -33.2% | -21.3% | -11.9% | -34.7% |
| YTD | -38.1% | -15.9% | -22.3% | -39.1% |
| 1Y | -47.4% | -15.7% | -31.6% | -48.1% |
| 3Y | -59.8% | -43.4% | -16.4% | -61.6% |
| 5Y | -74.2% | -87.8% | +13.5% | -80.0% |
| 10Y | -23.5% | -86.7% | +63.3% | -34.9% |
| All | +265.9% | -68.9% | +334.7% | +299.8% |
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 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