-31.7%
NKE vs TRV
+54.4%
-86.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +4.1% |
| 7D | +9.0% | +3.9% | +5.1% | +7.7% |
| 30D | +19.2% | +13.5% | +5.8% | +15.3% |
| 3M | -1.5% | +8.9% | -10.4% | -3.9% |
| 6M | -4.2% | +36.8% | -40.9% | -11.5% |
| YTD | -34.8% | +42.7% | -77.5% | -40.7% |
| 1Y | -31.7% | +49.9% | -81.5% | -39.5% |
| All | -31.7% | +54.4% | -86.1% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling