-24.0%
NKE vs TRV
+306.9%
-330.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.3% |
| 7D | -4.2% | +1.9% | -6.1% | -4.9% |
| 30D | -8.2% | +1.7% | -9.9% | -8.8% |
| 3M | -19.1% | +23.9% | -43.0% | -25.9% |
| 6M | -32.6% | +26.3% | -58.9% | -38.9% |
| YTD | -40.7% | +30.8% | -71.5% | -47.0% |
| 1Y | -48.9% | +36.3% | -85.2% | -55.1% |
| 3Y | -59.2% | +145.0% | -204.3% | -72.8% |
| 5Y | -75.3% | +163.9% | -239.2% | -84.4% |
| All | -24.0% | +306.9% | -330.9% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling