-24.0%
NKE vs TTMI
+1,127.6%
-1,151.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.1% |
| 7D | -4.2% | +0.7% | -4.8% | -4.3% |
| 30D | -8.2% | -8.4% | +0.2% | -7.3% |
| 3M | -19.1% | -32.5% | +13.4% | -15.0% |
| 6M | -32.6% | +32.5% | -65.1% | -39.6% |
| YTD | -40.7% | +83.2% | -124.0% | -51.5% |
| 1Y | -48.9% | +161.7% | -210.5% | -62.6% |
| 3Y | -59.2% | +890.1% | -949.4% | -79.8% |
| 5Y | -75.3% | +832.4% | -907.8% | -87.9% |
| All | -24.0% | +1,127.6% | -1,151.6% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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