-60.9%
NKE vs TPR
+403.8%
-464.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +7.6% | +15.1% | -7.5% | +3.8% |
| 3M | -6.9% | +3.5% | -10.4% | -7.9% |
| 6M | -8.5% | +0.4% | -9.0% | -9.8% |
| YTD | -38.8% | +4.6% | -43.4% | -41.0% |
| 1Y | -40.6% | +33.1% | -73.7% | -46.6% |
| 3Y | -60.9% | +396.0% | -456.9% | -74.4% |
| All | -60.9% | +403.8% | -464.7% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling