+952.3%
NKE vs TPR
+8,009.8%
-7,057.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +7.6% | +15.1% | -7.5% | +2.7% |
| 3M | -6.9% | +3.5% | -10.4% | -8.2% |
| 6M | -8.5% | +0.4% | -9.0% | -9.9% |
| YTD | -38.8% | +4.6% | -43.4% | -41.2% |
| 1Y | -40.6% | +33.1% | -73.7% | -47.3% |
| 3Y | -60.9% | +396.0% | -456.9% | -78.3% |
| 5Y | -75.4% | +230.3% | -305.7% | -84.7% |
| 10Y | -13.5% | +368.4% | -381.9% | -58.1% |
| All | +952.3% | +8,009.8% | -7,057.5% | +144.9% |
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