+2,657.2%
NKE vs TSEM
+8.4%
+2,648.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -2.3% | +4.7% | -7.0% | -2.6% |
| 30D | -10.4% | -14.2% | +3.9% | -9.7% |
| 3M | -15.5% | -5.0% | -10.4% | -16.0% |
| 6M | -32.6% | +87.6% | -120.2% | -36.5% |
| YTD | -39.8% | +84.4% | -124.3% | -43.4% |
| 1Y | -47.6% | +235.4% | -283.0% | -52.8% |
| 3Y | -59.0% | +668.0% | -727.0% | -65.3% |
| 5Y | -74.9% | +644.7% | -719.7% | -78.8% |
| 10Y | -21.9% | +1,326.7% | -1,348.6% | -37.1% |
| All | +2,657.2% | +8.4% | +2,648.8% | +2,051.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling