-24.0%
NKE vs TSN
-4.9%
-19.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.2% | +3.0% | -7.2% | -4.9% |
| 30D | -8.2% | -4.2% | -4.0% | -7.3% |
| 3M | -19.1% | -3.9% | -15.2% | -18.4% |
| 6M | -32.6% | -9.8% | -22.8% | -31.4% |
| YTD | -40.7% | -7.3% | -33.4% | -40.1% |
| 1Y | -48.9% | -2.2% | -46.7% | -49.2% |
| 3Y | -59.2% | +11.9% | -71.1% | -61.6% |
| 5Y | -75.3% | -16.9% | -58.4% | -74.8% |
| All | -24.0% | -4.9% | -19.1% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling