+5,871.1%
NKE vs TRV
+6,607.4%
-736.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -5.5% | -1.5% | -4.1% | -5.1% |
| 30D | -10.4% | -1.8% | -8.6% | -9.9% |
| 3M | -15.8% | +21.6% | -37.4% | -21.5% |
| 6M | -33.4% | +22.5% | -55.9% | -38.2% |
| YTD | -41.0% | +28.1% | -69.2% | -46.1% |
| 1Y | -49.1% | +37.0% | -86.1% | -54.6% |
| 3Y | -59.8% | +141.9% | -201.7% | -71.1% |
| 5Y | -75.5% | +158.5% | -234.0% | -82.9% |
| 10Y | -23.5% | +297.5% | -321.0% | -55.3% |
| All | +5,871.1% | +6,607.4% | -736.4% | +973.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling