-40.6%
NKE vs TSLL
-39.8%
-0.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.8% |
| 7D | -1.6% | +17.8% | -19.4% | -2.4% |
| 30D | +7.6% | +8.2% | -0.6% | +6.8% |
| 3M | -6.9% | +20.9% | -27.7% | -8.5% |
| 6M | -8.5% | -37.5% | +29.0% | -7.4% |
| YTD | -38.8% | -44.5% | +5.7% | -38.8% |
| 1Y | -40.6% | -33.0% | -7.6% | -41.1% |
| All | -40.6% | -39.8% | -0.8% | -41.1% |
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