-31.7%
NKE vs TSN
+19.9%
-51.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.4% | -0.2% | +4.7% |
| 7D | +9.0% | +8.4% | +0.6% | +8.3% |
| 30D | +19.2% | +16.1% | +3.1% | +18.1% |
| 3M | -1.5% | +3.2% | -4.6% | -1.7% |
| 6M | -4.2% | -11.1% | +6.9% | -3.6% |
| YTD | -34.8% | +5.1% | -39.8% | -35.9% |
| 1Y | -31.7% | +19.4% | -51.1% | -34.2% |
| All | -31.7% | +19.9% | -51.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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