-31.7%
NKE vs TSLQ
-17.8%
-13.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +5.5% |
| 7D | +9.0% | +9.8% | -0.8% | +9.4% |
| 30D | +19.2% | -6.0% | +25.3% | +19.0% |
| 3M | -1.5% | -35.0% | +33.5% | -3.1% |
| 6M | -4.2% | -24.9% | +20.8% | -4.7% |
| YTD | -34.8% | -12.7% | -22.1% | -35.2% |
| 1Y | -31.7% | -21.0% | -10.7% | -31.8% |
| All | -31.7% | -17.8% | -13.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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