-32.7%
NKE vs TPG
-1.9%
-30.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.6% | +4.1% |
| 7D | +9.0% | +12.5% | -3.5% | +5.1% |
| 30D | +19.2% | +12.7% | +6.5% | +14.8% |
| 3M | -1.5% | +3.5% | -5.0% | -2.8% |
| 6M | -4.2% | +14.1% | -18.3% | -8.6% |
| YTD | -34.8% | -18.5% | -16.3% | -31.8% |
| All | -32.7% | -1.9% | -30.8% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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