-60.6%
NKE vs TSLL
-54.2%
-6.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.9% | -7.6% | +2.6% |
| 7D | +1.9% | -14.3% | +16.3% | +2.7% |
| 30D | +14.9% | -6.2% | +21.0% | +14.9% |
| 3M | -3.4% | +21.2% | -24.5% | -5.4% |
| 6M | -7.9% | -36.6% | +28.7% | -6.7% |
| YTD | -35.8% | -47.8% | +12.0% | -34.5% |
| 1Y | -32.6% | -45.2% | +12.7% | -31.7% |
| 3Y | -60.0% | -3.3% | -56.8% | -64.8% |
| All | -60.6% | -54.2% | -6.3% | -58.7% |
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