-62.3%
NKE vs TSLL
-54.0%
-8.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.9% | -8.7% | -1.3% |
| 7D | -0.1% | +5.8% | -5.8% | -0.5% |
| 30D | -7.7% | +21.7% | -29.4% | -9.1% |
| 3M | -10.9% | -28.2% | +17.3% | -9.9% |
| 6M | -31.9% | -29.5% | -2.4% | -31.4% |
| YTD | -38.6% | -47.5% | +8.9% | -37.1% |
| 1Y | -46.9% | -20.8% | -26.1% | -47.7% |
| 3Y | -58.2% | -26.7% | -31.5% | -62.1% |
| All | -62.3% | -54.0% | -8.3% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling