-74.9%
NKE vs TT
+143.3%
-218.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -2.3% | +1.4% | -3.7% | -2.9% |
| 30D | -10.4% | -6.7% | -3.7% | -8.0% |
| 3M | -15.5% | -5.4% | -10.0% | -14.2% |
| 6M | -32.6% | +4.4% | -37.0% | -35.1% |
| YTD | -39.8% | +14.9% | -54.8% | -44.7% |
| 1Y | -47.6% | +9.3% | -56.8% | -51.0% |
| 3Y | -59.0% | +121.7% | -180.7% | -74.9% |
| 5Y | -74.9% | +148.2% | -223.1% | -87.1% |
| All | -74.9% | +143.3% | -218.2% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling