-59.2%
NKE vs TRI
-18.9%
-40.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -4.2% | -7.9% | +3.7% | -2.7% |
| 30D | -8.2% | -4.5% | -3.7% | -7.4% |
| 3M | -19.1% | +22.1% | -41.2% | -22.5% |
| 6M | -32.6% | -2.8% | -29.9% | -32.9% |
| YTD | -40.7% | -23.4% | -17.3% | -37.7% |
| 1Y | -48.9% | -41.5% | -7.3% | -43.0% |
| 3Y | -59.2% | -19.2% | -40.0% | -61.8% |
| All | -59.2% | -18.9% | -40.3% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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