+6,161.3%
NKE vs TT
+16,138.6%
-9,977.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -8.6% | -7.2% | -1.4% | -6.4% |
| 3M | -11.0% | -3.0% | -8.1% | -10.6% |
| 6M | -33.2% | +1.4% | -34.6% | -34.3% |
| YTD | -38.1% | +15.9% | -54.0% | -41.9% |
| 1Y | -47.4% | +9.4% | -56.8% | -49.8% |
| 3Y | -59.8% | +124.4% | -184.2% | -70.4% |
| 5Y | -74.2% | +138.0% | -212.2% | -81.5% |
| 10Y | -23.5% | +886.4% | -909.8% | -65.6% |
| All | +6,161.3% | +16,138.6% | -9,977.3% | +833.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling