-31.7%
NKE vs TSLL
-48.4%
+16.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.3% | +11.5% | +5.5% |
| 7D | +9.0% | -9.4% | +18.4% | +9.4% |
| 30D | +19.2% | +1.6% | +17.7% | +19.0% |
| 3M | -1.5% | +29.4% | -30.9% | -3.1% |
| 6M | -4.2% | -20.1% | +16.0% | -4.6% |
| YTD | -34.8% | -44.5% | +9.7% | -35.1% |
| 1Y | -31.7% | -46.0% | +14.3% | -31.7% |
| All | -31.7% | -48.4% | +16.7% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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