-59.2%
NKE vs TSLQ
-95.6%
+36.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.4% |
| 7D | -4.2% | -6.6% | +2.4% | -4.6% |
| 30D | -8.2% | -24.3% | +16.1% | -9.6% |
| 3M | -19.1% | -3.6% | -15.5% | -18.4% |
| 6M | -32.6% | -12.0% | -20.7% | -32.0% |
| YTD | -40.7% | +1.4% | -42.1% | -39.4% |
| 1Y | -48.9% | -43.6% | -5.3% | -49.3% |
| 3Y | -59.2% | -95.4% | +36.2% | -60.4% |
| All | -59.2% | -95.6% | +36.3% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling