-73.1%
NKE vs TPG
+74.1%
-147.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -4.2% | -9.4% | +5.3% | -0.7% |
| 30D | -8.2% | -5.3% | -2.9% | -6.5% |
| 3M | -19.1% | +12.9% | -32.0% | -23.2% |
| 6M | -32.6% | +20.1% | -52.7% | -37.7% |
| YTD | -40.7% | -22.5% | -18.2% | -35.9% |
| 1Y | -48.9% | -19.7% | -29.2% | -45.8% |
| 3Y | -59.2% | +81.2% | -140.4% | -70.5% |
| All | -73.1% | +74.1% | -147.2% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling