-74.4%
NKE vs TPR
+236.0%
-310.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +3.0% | +0.6% |
| 7D | -0.1% | -3.4% | +3.3% | +1.2% |
| 30D | -7.7% | -27.3% | +19.6% | +2.8% |
| 3M | -10.9% | -16.2% | +5.3% | -6.3% |
| 6M | -31.9% | -17.9% | -14.0% | -28.5% |
| YTD | -38.6% | -7.1% | -31.5% | -39.0% |
| 1Y | -46.9% | +13.6% | -60.5% | -51.8% |
| 3Y | -58.2% | +293.7% | -351.9% | -79.3% |
| All | -74.4% | +236.0% | -310.5% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling