-24.0%
NKE vs TRGP
+863.3%
-887.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -8.2% | +8.0% | -16.2% | -9.5% |
| 3M | -19.1% | +8.3% | -27.3% | -20.5% |
| 6M | -32.6% | +23.9% | -56.5% | -35.6% |
| YTD | -40.7% | +59.6% | -100.4% | -45.9% |
| 1Y | -48.9% | +79.4% | -128.3% | -54.4% |
| 3Y | -59.2% | +269.4% | -328.7% | -68.4% |
| 5Y | -75.3% | +641.6% | -717.0% | -83.0% |
| All | -24.0% | +863.3% | -887.3% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling