-49.1%
NKE vs TPR
+9.7%
-58.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.3% |
| 7D | -5.5% | -5.1% | -0.4% | -4.7% |
| 30D | -10.4% | -27.6% | +17.1% | -5.9% |
| 3M | -15.8% | -17.5% | +1.7% | -14.0% |
| 6M | -33.4% | -21.3% | -12.1% | -31.7% |
| YTD | -41.0% | -8.5% | -32.5% | -41.2% |
| 1Y | -49.1% | +11.5% | -60.5% | -51.5% |
| All | -49.1% | +9.7% | -58.7% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling