-32.2%
NKE vs TSLL
-47.7%
+15.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.9% | -7.6% | +2.9% |
| 7D | +1.9% | -14.3% | +16.3% | +2.4% |
| 30D | +14.9% | -6.2% | +21.0% | +14.9% |
| 3M | -3.4% | +21.2% | -24.5% | -4.7% |
| 6M | -7.9% | -36.6% | +28.7% | -7.3% |
| YTD | -35.8% | -47.8% | +12.0% | -36.3% |
| All | -32.2% | -47.7% | +15.5% | -32.4% |
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