-31.7%
NKE vs TMO
+26.9%
-58.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.9% |
| 7D | +9.0% | +0.3% | +8.7% | +8.9% |
| 30D | +19.2% | +4.3% | +14.9% | +17.8% |
| 3M | -1.5% | +25.1% | -26.6% | -7.5% |
| 6M | -4.2% | +52.9% | -57.1% | -15.9% |
| YTD | -34.8% | +22.2% | -57.0% | -38.9% |
| 1Y | -31.7% | +25.4% | -57.1% | -36.8% |
| All | -31.7% | +26.9% | -58.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling