-49.1%
NKE vs TT
+7.0%
-56.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -5.5% | -1.0% | -4.6% | -5.5% |
| 30D | -10.4% | -8.9% | -1.5% | -10.0% |
| 3M | -15.8% | -1.8% | -14.0% | -16.3% |
| 6M | -33.4% | +1.9% | -35.3% | -34.3% |
| YTD | -41.0% | +13.8% | -54.8% | -42.7% |
| 1Y | -49.1% | +6.1% | -55.2% | -50.5% |
| All | -49.1% | +7.0% | -56.0% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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