+963.6%
NKE vs TPR
+7,380.8%
-6,417.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | -2.3% | +0.3% | -1.3% |
| 30D | -8.6% | -23.0% | +14.4% | -1.3% |
| 3M | -11.0% | -12.5% | +1.4% | -8.1% |
| 6M | -33.2% | -21.4% | -11.8% | -29.1% |
| YTD | -38.1% | -3.5% | -34.6% | -38.8% |
| 1Y | -47.4% | +17.4% | -64.7% | -51.5% |
| 3Y | -59.8% | +291.3% | -351.0% | -75.9% |
| 5Y | -74.2% | +241.9% | -316.1% | -84.2% |
| 10Y | -23.5% | +322.7% | -346.1% | -61.6% |
| All | +963.6% | +7,380.8% | -6,417.1% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling