+921.7%
NKE vs TTMI
+497.9%
+423.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.5% |
| 7D | -2.3% | +7.5% | -9.8% | -3.2% |
| 30D | -10.4% | -4.5% | -5.9% | -10.3% |
| 3M | -15.5% | -28.5% | +13.1% | -13.3% |
| 6M | -32.6% | +28.4% | -61.0% | -36.6% |
| YTD | -39.8% | +80.1% | -119.9% | -46.3% |
| 1Y | -47.6% | +161.0% | -208.6% | -55.9% |
| 3Y | -59.0% | +862.4% | -921.4% | -71.5% |
| 5Y | -74.9% | +812.9% | -887.9% | -82.6% |
| 10Y | -21.9% | +1,094.7% | -1,116.6% | -48.9% |
| All | +921.7% | +497.9% | +423.8% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling