-61.8%
NKE vs TSLL
-58.7%
-3.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.6% | -11.1% | -3.0% |
| 7D | -0.2% | -21.2% | +21.0% | +1.2% |
| 30D | +12.3% | -13.3% | +25.6% | +12.9% |
| 3M | -7.1% | +15.4% | -22.5% | -8.8% |
| 6M | -10.3% | -34.2% | +23.9% | -9.5% |
| YTD | -37.8% | -52.9% | +15.1% | -36.2% |
| 1Y | -35.6% | -54.3% | +18.8% | -34.0% |
| 3Y | -61.4% | -18.4% | -43.0% | -65.6% |
| All | -61.8% | -58.7% | -3.1% | -59.7% |
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