+692.4%
NKE vs TRI
+499.2%
+193.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.4% |
| 7D | -5.5% | -14.4% | +8.8% | +0.7% |
| 30D | -10.4% | -8.1% | -2.3% | -7.4% |
| 3M | -15.8% | +17.5% | -33.4% | -23.0% |
| 6M | -33.4% | -5.0% | -28.5% | -34.0% |
| YTD | -41.0% | -24.7% | -16.3% | -36.1% |
| 1Y | -49.1% | -41.5% | -7.6% | -38.1% |
| 3Y | -59.8% | -20.3% | -39.5% | -59.0% |
| 5Y | -75.5% | -10.9% | -64.5% | -76.4% |
| 10Y | -23.5% | +190.6% | -214.0% | -57.4% |
| All | +692.4% | +499.2% | +193.2% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling