-74.7%
NKE vs TMO
+7.9%
-82.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -4.2% | -0.6% | -3.5% | -3.9% |
| 30D | -8.2% | +1.1% | -9.3% | -8.8% |
| 3M | -19.1% | +28.3% | -47.4% | -28.3% |
| 6M | -32.6% | +23.3% | -55.9% | -39.5% |
| YTD | -40.7% | +5.5% | -46.2% | -42.8% |
| 1Y | -48.9% | +24.5% | -73.4% | -54.7% |
| 3Y | -59.2% | +19.6% | -78.8% | -64.5% |
| All | -74.7% | +7.9% | -82.6% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling