-24.0%
NKE vs TPR
+327.7%
-351.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.3% |
| 7D | -4.2% | -3.0% | -1.2% | -3.3% |
| 30D | -8.2% | -22.6% | +14.4% | -0.9% |
| 3M | -19.1% | -18.2% | -0.9% | -14.5% |
| 6M | -32.6% | -18.0% | -14.7% | -29.4% |
| YTD | -40.7% | -6.4% | -34.3% | -40.9% |
| 1Y | -48.9% | +12.3% | -61.2% | -52.4% |
| 3Y | -59.2% | +298.7% | -357.9% | -76.5% |
| 5Y | -75.3% | +232.5% | -307.9% | -85.3% |
| All | -24.0% | +327.7% | -351.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling