-47.4%
NKE vs TSN
-5.8%
-41.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -2.0% | -6.3% | +4.3% | -1.7% |
| 30D | -8.6% | -10.8% | +2.2% | -7.9% |
| 3M | -11.0% | -8.8% | -2.3% | -10.3% |
| 6M | -33.2% | -16.8% | -16.4% | -32.7% |
| YTD | -38.1% | -10.0% | -28.1% | -38.7% |
| 1Y | -47.4% | -5.3% | -42.1% | -47.5% |
| All | -47.4% | -5.8% | -41.6% | -47.5% |
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