-74.7%
NKE vs TRI
-10.0%
-64.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -4.2% | -7.9% | +3.7% | -1.8% |
| 30D | -8.2% | -4.5% | -3.7% | -7.0% |
| 3M | -19.1% | +22.1% | -41.2% | -25.2% |
| 6M | -32.6% | -2.8% | -29.9% | -33.1% |
| YTD | -40.7% | -23.4% | -17.3% | -35.0% |
| 1Y | -48.9% | -41.5% | -7.3% | -36.5% |
| 3Y | -59.2% | -19.2% | -40.0% | -61.6% |
| All | -74.7% | -10.0% | -64.7% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling