+6,094.5%
NKE vs TT
+15,054.3%
-8,959.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -1.6% | +4.0% | -5.6% | -2.8% |
| 30D | +7.6% | -11.3% | +18.9% | +11.5% |
| 3M | -6.9% | -12.3% | +5.4% | -3.4% |
| 6M | -8.5% | -10.8% | +2.3% | -6.1% |
| YTD | -38.8% | +8.2% | -47.0% | -41.6% |
| 1Y | -40.6% | +1.5% | -42.0% | -42.1% |
| 3Y | -60.9% | +91.5% | -152.4% | -69.7% |
| 5Y | -75.4% | +130.2% | -205.6% | -82.2% |
| 10Y | -13.5% | +727.9% | -741.4% | -59.0% |
| All | +6,094.5% | +15,054.3% | -8,959.8% | +839.6% |
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