-59.2%
NKE vs TNA
+101.9%
-161.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -4.2% | -7.3% | +3.1% | -2.7% |
| 30D | -8.2% | -14.2% | +6.0% | -5.4% |
| 3M | -19.1% | -4.6% | -14.5% | -18.8% |
| 6M | -32.6% | +36.9% | -69.6% | -38.0% |
| YTD | -40.7% | +42.5% | -83.3% | -46.1% |
| 1Y | -48.9% | +45.8% | -94.6% | -54.2% |
| 3Y | -59.2% | +104.7% | -163.9% | -69.0% |
| All | -59.2% | +101.9% | -161.1% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling