-62.0%
NKE vs TSLL
-57.4%
-4.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.8% | +10.9% | -0.1% |
| 7D | -2.0% | +1.9% | -3.9% | -2.3% |
| 30D | -8.6% | +17.8% | -26.3% | -9.8% |
| 3M | -11.0% | -37.0% | +26.0% | -9.2% |
| 6M | -33.2% | -37.7% | +4.4% | -32.2% |
| YTD | -38.1% | -51.4% | +13.2% | -36.3% |
| 1Y | -47.4% | -23.4% | -24.0% | -48.0% |
| 3Y | -59.8% | -30.8% | -29.0% | -63.4% |
| All | -62.0% | -57.4% | -4.6% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling