-47.6%
NKE vs TSLL
-21.9%
-25.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -2.3% | +5.1% | -7.5% | -2.7% |
| 30D | -10.4% | +20.0% | -30.3% | -11.5% |
| 3M | -15.5% | -23.8% | +8.3% | -14.9% |
| 6M | -32.6% | -30.3% | -2.3% | -32.5% |
| YTD | -39.8% | -47.7% | +7.8% | -38.9% |
| 1Y | -47.6% | -21.2% | -26.4% | -49.1% |
| All | -47.6% | -21.9% | -25.7% | -49.1% |
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