-74.7%
NKE vs TSEM
+617.3%
-692.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -4.2% | -4.9% | +0.7% | -3.8% |
| 30D | -8.2% | -18.7% | +10.5% | -6.8% |
| 3M | -19.1% | -18.1% | -1.0% | -18.7% |
| 6M | -32.6% | +77.1% | -109.7% | -40.5% |
| YTD | -40.7% | +80.1% | -120.9% | -48.5% |
| 1Y | -48.9% | +220.4% | -269.2% | -60.6% |
| 3Y | -59.2% | +650.1% | -709.3% | -74.5% |
| All | -74.7% | +617.3% | -692.0% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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